Why would they be? If I mail you a bunch of pictures in an envelope, they don't magically convert to negatives and transfer themselves to the roll of film inside your analog camera.
<rant>
Snark aside, "camera roll" must be one of the most confusing attempts at "user-friendly" abstractions I've seen in widely-deployed software, especially with so many apps shipping their own implementations (in addition to the OS/camera gallery), some of which mix together some combination of pictures downloaded to (but not taken by) the phone, pictures existing only in the cloud, pictures existing only in a different app's cloud...
There's skeuomorphism, and there's building a bad abstraction on top of a limitation of ancient tech, seemingly forgetting the ~10+ year period between analog cameras and smartphones with good imaging sensors, where everyone got used to digital cameras shooting photos to a "memory card". My non-tech-savvy relatives are definitely more confused about "camera rolls" in their phones than they were about managing JPGs on SD cards using standard desktop OS filesystem tools.
Hell, number one support request I get from family these days is, "How do I copy ${these photos from a "camera roll" of some app} to ${OS gallery app} and to ${this USB stick}? We want to show all photos of ${grandchild} to ${neighbor} without Internet. And we want to have them in ${a folder on a PC} so it's safe, and we can view it on a large screen." The process isn't that involved, just confusing, and somewhat different for every other app. It's like vendors really don't want people to store their photos as files anymore :).
</rant>