After following this, I found that the cloud instance user had "No roles defined" for Role when I clicked the Edit button for our application in the user's Manage User view.
This remained true even after ensuring the user had all roles at https://account.fusionauth.io/account/user/ and reloading the cloud instance Users view (in case there is any linkage between account roles and instance roles...but it appears there isn't any).
I don't see any way at https://fusionauth.io/docs/v1/tech/core-concepts/roles to create a role, nor can I find any by hunting in left nav.