I believe you need to go back to that page and set a 1 to
Has full access to the control panel
It is kind of a misnomer. Because at first it appears that they have full access but they really don't. They have a lot of access but can't do changes like change the super admin and there are some items they can't access at all.
Also that opens one or two options in their mystuff edit preferences at the bottom of the page.
