That same friend's Roomba also does not smell, but it has an auto empty dock which sucks the Roomba's contents into a vacuum bag and that does smell for the ~10 seconds it runs but the smell dissipates since it runs for such a short time.

Yeah, I hate canister vacuums because I hate dragging the canister behind me.

My friends bagless Dyson also makes his whole house smell because of his dog so I don't think that's an issue unique to any brand. You can get carbon bags for some vacuums that supposedly help with odors.