Okay, I decided to install Cyanogenmod for the heck of it.
I already had TWRP 18.104.22.168 installed,
I downloaded and modified cm-10.2-WPPH50O-n1-signed.zip as per this page's instructions:
I also downloaded supersu (current version is 1.86).
I entered TWRP and installed it, following that page's instructions.
After the install, I selected 'reboot'.
When I selected 'reboot', It prompted me with:
install superSU now? this will root your device.
I said no, and then rebooted back into TWRP.
Now back in TWRP, I install SUPERSU.
Now reboot again.
Now in CM.
Now run SuperSU, select 'settings', and unclick 'Respect CM root settings".
Now root works for me.
1) Respect CM root settings implies that in 'developer settings', there is some sort of "allow root" checkbox. I can't find it.
2) If, after the CM install, you answer 'install SuperSU' with YES", then it installs SuperSU, and reboots.
When you go back in, and run SuperSU, it says "gee, you aren't rooted, install SuperSU?"
If you answer THAT with yes, then it downloads some version of SuperSU, reboots into twrp, and installs it.
So it's kinda pointless answering YES in the first place, imho.