Hello,
Roles are defined at the database cluster level, and so are valid in all databases in the cluster. Since pg_dump dumps a single database, you can't extract roles with that utility.
To restore all roles, just copy and paste the output of pg_dumpall --roles-only into the desired psql shell. Or specific CREATE ROLE and ALTER ROLE lines.
For disaster recovery, i would strongly advise to use Microsoft Azure managed backup instead of pg_dump:
az postgres server restore \
--name mydemoserver-restored \
--resource-group myresourcegroup \
--restore-point-in-time "2021-05-05T13:10:00Z" \
--source-server mydemoserver.
More on this subject here : https://learn.microsoft.com/en-us/azure/postgresql/flexible-server/concepts-backup-restore.
Hope this will help you.
Have a nice day.