This functionality is really important for two major functionalities:
Found in Settings → Workspace → System-Wide Fallback Role, this setting configures which role should be used when a non-registered user interacts with the bot on Slack, or when a test case without a selected role runs.

By default this option is set to Disabled Access which practically means that any non-registered Slack users will not get a response from Vigilant, and test cases without a selected role will refuse to run.
Changing it to anything other than Disabled Access means that non-registered users & non-configured test cases will adopt that Role and act as if they were assigned that Role.