Why can't I create this role with perms to another role

Because you use a wrong syntax. Let me cite the manual:

CREATE ROLE name [ [ WITH ] option [ ... ] ]

where option can be:
...
   | IN ROLE role_name [, ...]
   | ROLE role_name [, ...]
...

IN ROLE role_name

The IN ROLE clause lists one or more existing roles to which the new role will be immediately added as a new member. (Note that there is no option to add the new role as an administrator; use a separate GRANT command to do that.)

ROLE role_name

The ROLE clause lists one or more existing roles which are automatically added as members of the new role. (This in effect makes the new role a “group”.) ...

(I skipped uninteresting parts).

So, correct syntax would be either:

• if you want other_role to be a member of role-one:

CREATE ROLE "role-one" LOGIN;
CREATE ROLE "other_role" LOGIN IN ROLE "role-one";

• if you want role-one to become a member of other_role (the reverse):

CREATE ROLE "role-one" LOGIN;
CREATE ROLE "other_role" LOGIN ROLE "role-one";

Notice keywords ROLE and IN ROLE which you skipped, apparently.

There is also a way to create role and grant a membership in two distinct commands, which is perfectly explained with detailed example, again, in another manual page:

CREATE ROLE "role-one" LOGIN;
CREATE ROLE "other_role" LOGIN;
GRANT "role-one" TO "other_role";

In this case, other_role will be a member of role-one. To do the reverse thing, swap them in the last GRANT.

Also, unrelated advices:

• don't name roles "other_role" and "role-one". Either first one should be "other-role" or second "role_one", so both contain dash or underscore. Be consistent. This really helps to keep things straight and easier;
• if you are making role a "group", consider adding it without LOGIN option. Let it be strictly a group.