There's an action hook in the set_role function.

It's a matter of detecting if this is happening in the main site, and, if it does, get all blogs of the user and change all roles. More details in code comments.

Important note:
I'm just seeing that this hook is not looping by chance or luck, as the hook calls the same function where it happens. Need to confirm this.

add_action( 'set_user_role', 'sync_user_roles_wpse_91745', 10, 2 );

function sync_user_roles_wpse_91745( $user_id, $role )
{
    // is_multisite() used just as precaution, this code is meant to Multisite only
    if( !is_multisite() || !is_main_site() )
        return;
        
    // Initial data
    $blogs = get_blogs_of_user( $user_id );
    $original_blog_id = get_current_blog_id();
    
    // Remove main site from affected sites
    unset( $blogs[ $original_blog_id ] );

    // Iterate through blogs of user
    foreach ( $blogs as $blog ) 
    {
        // Work with another site
        switch_to_blog( $blog->userblog_id );

        // Grab all user info and update role as in main site
        $site_user = get_user_by( 'id', $user_id );
        $site_user->set_role( $role );
    }

    // Back to original main site
    switch_to_blog( $original_blog_id );    
}

I didn't know that, but the user ID remains the same across the network, in the tables wp_users and wp_{$site_id}_users.

There's an action hook in the set_role function.

It's a matter of detecting if this is happening in the main site, and, if it does, get all blogs of the user and change all roles. More details in code comments.

add_action( 'set_user_role', 'sync_user_roles_wpse_91745', 10, 2 );

function sync_user_roles_wpse_91745( $user_id, $role )
{
    // is_multisite() used just as precaution, this code is meant to Multisite only
    if( !is_multisite() || !is_main_site() )
        return;
        
    // Initial data
    $blogs = get_blogs_of_user( $user_id );
    $original_blog_id = get_current_blog_id();
    
    // Remove main site from affected sites
    unset( $blogs[ $original_blog_id ] );

    // Iterate through blogs of user
    foreach ( $blogs as $blog ) 
    {
        // Work with another site
        switch_to_blog( $blog->userblog_id );

        // Grab all user info and update role as in main site
        $site_user = get_user_by( 'id', $user_id );
        $site_user->set_role( $role );
    }

    // Back to original main site
    switch_to_blog( $original_blog_id );    
}

I didn't know that, but the user ID remains the same across the network, in the tables wp_users and wp_{$site_id}_users.