I see a user added that has name S- 1 -5-21 -1687699058-...
What is this user? can I safely delete it? (is there any documentation regarding this?)
When you add a user to a role in SSAS the role actually stores the users Security ID (which is this S- number) not domain\user. This is so that if you rename an account for some reason it will not break their access to the SSAS database.
When you open the roles dialog in SSAS it matches the SID back to users in AD and displays them in domain\user format. If you see any of these SID values it typically means that there are users in the role that have been deleted from AD (probably because they have left the company). So it is safe to delete these references. In fact you may not actually be able to save changes to the role until you delete these orphaned SID references.