Search path in group_roles not honered for logins

CREATE ROLE db_users
NOSUPERUSER INHERIT NOCREATEDB NOCREATEROLE;
ALTER ROLE db_users SET search_path=mydb, public;

When I create a login,

CREATE ROLE oli LOGIN
ENCRYPTED PASSWORD 'mXXX'
NOSUPERUSER INHERIT NOCREATEDB NOCREATEROLE;
ALTER ROLE oliver SET search_path=xmms; <---- I have to set this manually
GRANT db_users TO ol;

Why is this such or is this an intended feature?