I found the same issue in SQL Server 2012 SP1.

It's definately a UI bug and believe Microsoft should do something.

Because of that, I spent lots of hours to figure out what was wrong!

One temporary workaround that I found is:

1) In the Database Role Properties window, Click "Search..." button and select "All objects of the types..."

2) Select "Databases" in Object type and hit OK.

3) in the securables box, select the database then you can see the permissions in Explicit list.

But hit OK button, then the database type explicit permission list are gone in the UI only..

🙁