If this works for you on Jenkins versions prior to 2.264, then it may be related to the tables to divs transition that was implemented in Jenkins 2.264. See the blog post on tables to divs, the tables to divs migration guide, and the list of plugins with known issues.
If it works for you on Jenkins 2.264 and fails on Jenkins 2.265, then it may be related to the switch from Acegi to Spring Security Framework. That blog post provides a link to a list of plugins that are known to have issues with the transition. It also provides instructions on the type of information that needs to be provided in an issue report related to that change.
Refer to "How to report an issue" if it is unrelated to either of those. In order for others to assist with your question, they need enough information to understand the conditions where you see the issue and the conditions you've checked where you don't see the issue.
I installed the matrix authorization strategy plugin on Jenkins 2.269 and was not able to duplicate the problem you're reporting.