This is a great question. The importance of role in social theory is important for two reasons.
First, according to social theories, in order to have a stable society, people need to know their roles. If people do whatever they want, there would be anarchy. For example, there are socially accepted roles and unaccepted role. For stability roles need to be followed.
Second, roles also guide people in how to behave in society and interact with each other. So, roles function to help people in the socialization process.
Finally, to sure there is an element of the lack of freedom. For example, roles can be constrictive. So, there are positive and negative points.
Peter Berger has done great work in this area.