I have a rooted rn2 running the EU ROM and the updater seems to be working (at least it tells me that a newer version is available, but I didn't update this week).
I use the smiui ROM, which conveniently includes super su. The MIUI security centre doesn't seem to think so, but the phone is indeed rooted after installing the smiui ROM. BTW I am using the weekly.
Meanwhile I have tried it like it is sugested here (= http://en.miui.com/thread-190394-1-1.html) for the first half hour it worked also the root checker said that the system is rooted. But when I wanted to install TITANIUM it didn't work and the checker said it is unrooted. I wilkl try to do it like you did it.