Well the moisture level of the dough might start out different, so even after deep frying they could wind up moister. But I don't think I could judge the dryness of donuts (either kind) to bagels because the texture is so different.

Maybe that's the crux of the thing: it's hard to separate different elements of texture. Bagels are denser than most crusty breads too and maybe OP is reading that as dryness.