We uploaded a spreadsheet of users without supplying a role and found that they were "in limbo": The blog to which they were added was showing a user count of 24 users in wp-admin --> users, but it wasn't listing any of them on the page. This seems to be because they had no level/capability.
Not exactly a bug, but I think it could be handled better. Our only recourse was to edit these users directly in the database, which is not a good practice.
Maybe the plugin just throws an error for users without a role? Maybe it falls back to subscriber? That would probably be best, since then you could at least edit them in the GUI.