Use `mysql -N` to skip column names on the output ASCII table. To use your command line as an example:
mysql -N -e "use sentry;
select DISTINCT
concat(
'CREATE ROLE \`',
r.ROLE_NAME,
'\`;')
from
SENTRY_ROLE r
join SENTRY_ROLE_DB_PRIVILEGE_MAP rp on rp.ROLE_ID = r.ROLE_ID
join SENTRY_DB_PRIVILEGE p on p.DB_PRIVILEGE_ID = rp.DB_PRIVILEGE_ID
;" -u mysql_sel -p$Pass