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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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tests/www/test_security.py
#
#
#
import logging
import unittest
from unittest import mock
import pytest
from flask_appbuilder import SQLA, Model, expose, has_access
from flask_appbuilder.security.sqla import models as sqla_models
from flask_appbuilder.views import BaseView, ModelView
from sqlalchemy import Column, Date, Float, Integer, String
from airflow import settings
from airflow.exceptions import AirflowException
from airflow.models import DagModel
from airflow.models.dag import DAG
from airflow.security import permissions
from airflow.www import app as application
from airflow.www.utils import CustomSQLAInterface
from tests.test_utils import api_connexion_utils
from tests.test_utils.asserts import assert_queries_count
from tests.test_utils.db import clear_db_dags, clear_db_runs
from tests.test_utils.mock_security_manager import MockSecurityManager
READ_WRITE = {permissions.ACTION_CAN_READ, permissions.ACTION_CAN_EDIT}
READ_ONLY = {permissions.ACTION_CAN_READ}
logging.basicConfig(format='%(asctime)s:%(levelname)s:%(name)s:%(message)s')
logging.getLogger().setLevel(logging.DEBUG)
log = logging.getLogger(__name__)
class SomeModel(Model):