The answer to this question has two parts. The decision to depict the eye without a pupil is a stylistic choice by the artist. The eye is too complex to depict it as it really is, so the Roman artists had a decision to make. The pupil is actually a hole, but it is covered by the cornea, making the eye in the shape of a closed orb. It is impossible to depict a "hole" in a clay statue, so the artist needed to make a choice. (If this is confusing, go to the web link below for a better explanation).
For the Romans, they chose to keep a blank eye. It is simply a matter of preference for the artist.
Let's look at this from a World History perspective. Many different cultures and regions in many different time periods have made this decision about what to do with the eye. What do you think influenced the artist's decision in each region/time period? In other words, why would a Chinese sculptor choose a different technique than a Roman sculpture? You never know when a question like this will pop up on the AP Test!
Bonus: Who can name the famous Roman depicted in that statue? (Hint...it's NOT Caesar!)