Security roles not working properly after Fall 2021 update

For us it also seems that underlying RLS logic has changed in PowerBI recently so our RLS suddenly stopped working without any changes on our side. 

We had 2 tables X and Y with relationship many:many (NO option 'Apply security filter in both directions' checked). Both tables had the same rule set up in Roles. On 12/1/2021 users lost access to data and got the message:

'The user belongs to multiple roles that have security filters, which isn't supported when one of the roles has filters affecting table X with SecurityFilteringBehavior=Both relationships.'

Note that we DID NOT have option 'Apply security filter in both directions' checked.

Having a user present in several roles wasn't a problem before. 

So, we fixed the problem by removing RLS rules on table Y and left them on table X. Again, no option for 'apply security filter in both directions'.

So, the default behavior seems to be that if there is a many:many relationship for 2 tables, the security filter is applied implicitly.