Not to insinuate anything or demean you, but for clarity's sake, I'll put it this way:
1. download a roster
2. make roster edits, optional
3. save your roster, let's call it myroster1
3. start a game mode anew (BAGM, for instance, but any will do)
4. save your game, let's call it mybagm1
From then on, anytime you load mybagm1, you'll be using the roster myroster1 (with any changes that might have been made by you or other teams within that game mode; e.g., team trades).
5. download another roster from EA
6. make roster edits, optional
7. save your roster, let's call it myroster2
8. load mybagm1
Your BAGM will still be using myroster1, as updated/changed within the game mode (as mentioned).
9. back out to the main menu (game automatically reverts to the last used/saved roster, in this case myroster2)
10. start a new game mode
This new game mode will use myroster2.
Now, you could save one roster file and load another, older roster file, start a game mode, and it will use the currently loaded roster file (the older one just loaded), but this list generally shows how things happen.