When you create a new CI job, on the Deployment behavior page you can decide whether to include user permissions in the CI deployment (this also includes system permissions and app permissions).
If this setting is disabled, your CI job is configured to not deploy these permissions - even if they've been merged into the source branch of the CI job, or when you have added new or changed user/system/app permissions into a Pull Request and merged the PR into the environment branch (source of the CI job).
This is an expected behavior when deploying changes in your Gearset Pipeline, and not having above option ticked in your CI job settings.
Read more about this functionality in:
What does the checkbox 'Include User Permissions' mean in a CI job?
To resolve this, simply enable the Include user permissions in job setting.