If you run the below, do you see the Captive Portal profile assigned?
show rights guest-logon
Here's an example of my inital role showing the Captive Portal profile being assinged (see the last line). It is using the default Captive Portal profie.
(Lab620) #show rights guest-logon
Valid = 'Yes'
CleanedUp = 'No'
Derived Role = 'guest-logon'
Up BW:No Limit Down BW:No Limit
L2TP Pool = default-l2tp-pool
PPTP Pool = default-pptp-pool
Number of users referencing it = 0
Periodic reauthentication: Disabled
DPI Classification: Enabled
Youtube education: Disabled
Web Content Classification: Enabled
ACL Number = 9/0
Max Sessions = 65535
Check CP Profile for Accounting = TRUE
Captive Portal profile = default