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**Apache Airflow version**: 2.0.2 and 2.1.1

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**OS**: Debian

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**Apache Airflow Provider versions**: 
apache-airflow-providers-ftp==2.0.0
apache-airflow-providers-imap==2.0.0
apache-airflow-providers-sqlite==2.0.0

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**Deployment**: docker-compose

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**What happened**:

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**What you expected to happen**:

Permissions for subdags should get listed on list roles on Airflow UI but only the parent dag get listed but not the children dags.

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**How to reproduce it**:

Run airflow 2.0.2 or 2.1.1 with a subdag in the dags directory. And then try to find subdag listing on list roles on Airflow UI.

![subdag_not_listed](https://user-images.githubusercontent.com/9834450/129717365-9620895e-9876-4ac2-8adb-fc448183a78b.png)


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**Anything else we need to know**:
It appears this problem is there most of the time.
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This is absolutely not required, but we are happy to guide you in contribution process
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airflow/www/security.py
ROLE_CONFIGS = [
        {'role': 'Public', 'perms': []},
        {'role': 'Viewer', 'perms': VIEWER_PERMISSIONS},
        {
            'role': 'User',
            'perms': VIEWER_PERMISSIONS + USER_PERMISSIONS,
        },
        {
            'role': 'Op',
            'perms': VIEWER_PERMISSIONS + USER_PERMISSIONS + OP_PERMISSIONS,
        },
        {
            'role': 'Admin',
            'perms': VIEWER_PERMISSIONS + USER_PERMISSIONS + OP_PERMISSIONS + ADMIN_PERMISSIONS,
        },
    ]
    permissionmodelview = CustomPermissionModelView
    permissionviewmodelview = CustomPermissionViewModelView
    rolemodelview = CustomRoleModelView
    viewmenumodelview = CustomViewMenuModelView
    userdbmodelview = CustomUserDBModelView
    resetmypasswordview = CustomResetMyPasswordView
    resetpasswordview = CustomResetPasswordView
    userinfoeditview = CustomUserInfoEditView
    userldapmodelview = CustomUserLDAPModelView
    useroauthmodelview = CustomUserOAuthModelView
    userremoteusermodelview = CustomUserRemoteUserModelView
    useroidmodelview = CustomUserOIDModelView
    userstatschartview = CustomUserStatsChartView
    def __init__(self, appbuilder):