"If a method is already defined on a class" is meant to mean that methods that exist directly in the class will not be overwritten. However, methods in superclasses will be overridden by roles. The way apply_roles_to_object works is to create a new subclass, apply the role to it, and re-bless the object into the subclass. Since the role is being applied to the subclass, it will override the methods defined directly in the initial class.
So the behavior is all basically consistent, and it also matches what my personal expectations are. I can see how people would expect something different though. The documentation around this definitely needs improvements.
To work around this issue, my usual recommendation would be to avoid apply_roles_to_object. Instead, I'd try to generate all of the classes you need up front, and have a method to pick the correct class to instantiate.