It's both yeah, I'm unsure what you mean by dialogue options. But if all memories are completed I think you're good. You can always "lick" the puddle in Rohan's cell, or become a Rat and try the scenes where you're included as a rat ! Hope you had fun though ! Feel free to drop some feedback when you have a chance, it's much appreciated.
Oh you're right, they don't always do something. For now they only work when you talk to Rohan and Anthony through the companion menu, it's mainly Rohan though. The dialogue has a big feature incoming making conversation a bit more tricky. The system will be quite complex so that's why I'm not going too far in companion conversations before it's done.