It appears that it currently is impossible to add vocals + instrument as one relationship when it comes to "member of" relationships. Two relationships are entered instead of one. You are however able to auto edit the relationship afterwards so that it correctly shows "(vocals, instrument)", so I'm guessing that this is a bug since "add" and "edit" doesn't have the same functionality.

How-to:
1. Add a new "member of" relationship to an artist and select e.g. "lead vocals" and "guitar".
2. One relationship is displayed on the edit-artist page: "[artist] (lead vocals, guitar)".
3. Enter the edit -> the relationship has now been split into two separate relationships: "lead vocals" and "guitar".

Solution if you follow the steps above:
4. Edit and change one of the relationships to (lead vocals, guitar) or (guitar, lead vocals) -> works as intended -> remove the duplicate.