No, no, you're actually right. The roll doesn't actually prevent you from getting hit by the bullets.
I honestly used it more for quickly dodging bullets from afar and to move faster across the level.
But it's a valid mechanic anyway. It's pretty standard for Enter the Gungeon. Although I was more inspired from Nuclear Throne in the game (but to be honest, the pace in that game was so fast that I never realized if rolling worked for dodging).
Anyway, thanks for playing and for the feedback!
I'll be sure to check your game out!