When you have a simple set up like just bbpress and bbpnns, then those settings all make clear sense and work perfectly. However, when you start making your forum more complex with Private Groups or BuddyPress groups, things start to change.
Overriding core subscriptions means that people will have to be subscribed to get their notifications. Core subscriptions support two types of subscribers: Forum (will receive notifications of new topics) and Topic (will receive notifications of new replies).
“Automatically subscribe all forum subscribers to newly created topics” means that subscribers who are *already* subscribed to the forum will also get subscribed to the topic. It says so just below that checkbox:
“Enabling this option will pull all of the forum subscribers and automatically subscribe them to the new topic so that they get notifications of new replies as well. They can unsubscribe from the topic later to stop receiving reply notifications.”
The big problem here is: you don’t have any core forum subscribers. That’s what the dry run tool shows. So no forum subscriptions means nothing to add as topic subscriptions.
My suggestion regarding the roles is that because you have Private Groups installed, you can select any or all roles – this will bypass the core subscriptions override option and the bridge will filter out those users who do not have access to the forum given Private Groups’ rules.
The way your setup is now, you need people to subscribe to a forum.