- `SET DEFAULT ROLE xxx [FOR yyy]` should say:
  "User yyy has not been granted a role xxx" if:
    - The current user (not the user `yyy` in the FOR clause) can see the
    role xxx. It can see the role if:
      * role exists in `mysql.roles_mappings` (traverse the graph),
      * If the current user has read access on `mysql.user` table - in
    that case, it can see all roles, granted or not.
    - Otherwise it should be "Invalid role specification".

In other words, it should not be possible to use `SET DEFAULT ROLE` to discover whether a specific role exist or not.