MattK:
How do you know they require it?
Can you reference the study that was done indicating it?
Only one of these questions is really hard to answer....ready? Go!
1)Cockroach development is closely attuned to nutritional status (Gordon 1959;Mullins and Cochran,1987)......Diets relatively high in protein produce most rapid growth (Melampy and Maynard, 1937).....Females stop or slow down reproduction until nutrients, particularly the amount and quality of the ingested protein is adequate (Weaver and Pratt, 1981;Durbin and Cochran,1985,Pipa,1985;Mullins and Cochran,1987;Hamilton and Schal,1988)
Cockroaches:Ecology,Behaviour and Natural History,p.156
2)I guess they do require at least in some periods of their lives relatively high protein food. In general, there is evidence that supports that they eat microbe rich foods in order for their gut living protozoans and bacteria to convert them into nutrients and other useful substances.
I don't think that any kind of food can substitute exactly the nutritional requirements that each species gets in the wild, but I think that occasionally all roaches should need a nutritional "boost", especially in my opinion in the final instar and usually before reproduction.
You cant find the amazing diversity of fruit and seeds the occur in most tropical areas, so i guess that by offering them occasionally cat food or dog food does the job.