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Is there a way to "SET DEFAULT ROLE ALL;"? That way whatever roles you assign to a user will be default, including multiple roles at a time and all subsequent roles that are assigned to the user like in Oracle. That would make role management MUCH easier.
No and SQL Standard does not allow to SET more than one role.
A workaround for you would be to create a role, say, "my_default_role", make it default, and grant all other roles not to you directly, but to this role. It'll work exactly as you want — all roles assigned to "my_default_role" will be immediately available to you.