You can lock a security role. So, it can't be used as a target role when roles are merged. If a security role lock is no longer required, you can unlock the security role.
Steps
Click Security management.
Sub-task: Lock selected roles.
Click the Roles tab.
In the list, find and select the desired records.
Click Lock roles.
Sub-task: Lock all roles.
You can lock all security roles in one go.
Click Locked security roles.
Click Lock all roles.
Close the page.
Sub-task: Unlock role.
If a security role lock isn't required anymore, you can unlock the security role.
Click Locked security roles.
In the list, find and select the desired records.
Click Delete.
Click Yes.