I too am amazed that they don't need to list ingredients or allergen information on what they're selling. I don't know how much consolation it will be, but traditionally both rolls and donuts are made with milk or cream, eggs, and butter.

Milk is predominantly used to make the texture of breads softer (less pronounced grain character). Butter changes the texture, richness, and flavour. The eggs add richness and may act to bind and or leaven the donuts depending on how they're incorporated (never made donuts and haven't read much about them).

Anyway, industrial scales often tweak those from traditional to modified versions or often omit some of them entirely. But without ingredients you can't know if that's the case here or not.