The irony is that they are not "enrolled" in the class (so instructor can't delete them) in question, yet all show up in the gradebook with failing grades.
Sorry, I can't help you with the problem, but that is one of the funniest (and most ironic) things I've read here in a long time (ROFL)
Note...I'm laughing at the irony not your problem--I do hope you find a fix.
tick or untick the roles you want to have appear in your gradebook.
The above route is how to find it in 1.9 but its there in 1.8 too somewhere.
Administration -> Appearance -> Gradebook -> Graded roles