When creating an employee via the New Employee Wizard (1.8.2), you will be redirected at the end of the workflow to an account creation wizard [Security - Create User Account].
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If you use this account creation wizard, there is a stored procedure that automatically assigns the following:

This is to ensure that when the user tries to log in for the first time to SelectHR, the login will succeed.

If you have a custom self service menu set, you will need to manually change the menu sets allocated to the user if you wish to make your custom self service menu set the default.
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A Wish has been raised in order to request functionality which allows you to specify which menu sets and groups will be allocated by default, but this is not guaranteed to be accepted or implemented.
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​Wish Reference: SHR-I-254.