I'm part of a credit union, and it can be sometimes tricky. From my experience, they tend to be a little more discreet to whom they do business with. I've never been able to get a roll of coins without first giving an account number and identification.
Just my 2 cents worth.
As a side note... I went to the 'corporate' branch of my credit union recently to get some nickels. They have a coin counting machine... you can't turn in loose coins in any branch of this credit union, only the corporate one with the counter. So, logic tells me that they also roll them there from the machine. Turns out, they only bag them, then ship them off. They don't have ANY rolls.. other than the one or two they keep for correct change.
How strange is that? I wonder who they give the bags to?