Just a guess why the roar could be produced by hailstones colliding in the cloud, but no or insufficient hail observed on the ground: The hailstones are colliding with each other with enough force to break them into smaller stones. Later, the smaller stones fall, but due to their reduced size, they melt into rain, or they quickly melt after reaching the ground.
To check this out, it would probably require analyzing radar data for hail size, updraft strength, turbulence, lifespan of the hail core, etc. Gibson Ridge might be able to provide that analysis, but because I don't have GR, and have only looked at it, I can't say for sure.