They do have them; it's just that they're subtle. One of our dogs does it more than the other. The lower lip pulled down slightly with the upper lip not moved and the eyes wide open seems to mean 'please' or 'can I have?' The sides of the mouth pulled back mean 'let's go.'
There are also the obvious ones for 'give us a sausage guvnor', 'I'm in trouble', 'I'm scared', 'I feel crap', etc.
Bill