Sorry, I misspoke. Since the entire test is wrapped in a transaction it will roll it back. The assumption is the test would be written based on the fact that you want the test environment to be in the same state after it runs as it was before.
You'd have to write the data outside the test for it not to be rolled back. In that case, it probably doesn't fit the paradigm of unit testing and may fall into the realm of data testing if you are looking for the data to persist.
I apologize for the misleading response.