Do dolls in Rozen Maiden live like a human?
Well they are technically dolls and they have an artificial heart. So maybe they are set to behave like normal humans but since they are dolls, they cannot sweat or excrete. I think the artificial heart (or the source of their power and the reason they can move {I forgot what it was called -_-}) destroys or burns the food they eat.

[This is just my theory]