Not able to add dc_admin role to admin user on RDS for SQL Server

I'm working on building custom data collection sets in RDS for SQL Server (NOT RDS Custom for SQL Server). RDS SQL limit even admin user to execute msdb system stored procedures like 'sp_syscollector_create_collection_item'. Logged in with admin login and tried creating a new user and adding dc_admin role in msdb database to new user. But getting the error "Cannot alter the role 'dc_admin', because it does not exist or you do not have permission." Any idea how can I add data collector roles to users or creating custom data collection sets?