You can't override Never. If you don't want to give a permission, especially in the primary group (which should be Registered for everyone) then you set it to No. Never should only be used in very specific circumstances (e.g. in a Naughty Users group where you are using it to override Yes permissions set in other user groups).
Probably worth you looking at these resources to help you understand permissions:
Having logged in to quite a few installations to resolve permission issues, it's clear that a lot of people haven't quite grasped the concept. So here are a few pointers: 1. All members should have the Registered user group as their primary...
xenforo.com
Whilst written for XenForo 1.x, then still apply to XenForo 2.1, just note that Not Set(No) is now just No.