Managed Security Roles are deleteable imported by Managed Solution

Hi Experts,

I am using CRM 2011 On Premise. I included an Entity and a Security Role in my solution on Dev Environment. I exported as a Managed solution to import it onto TEST Org. I cannot delete managed entity as expected but I can delete managed security role from TEST org. Is it a correct behaviour? I have System Administrator role assigned to me.

Thanks in advance.