glazes generally don't have any cleaners. The glazes I do have are geared towards darker colours and therefore seem to be darker in colour (purple and dark purple).
Maybe it's part of the hiding process in that the fillers also stain the edges of clearcoat swirls to make them less noticeable.
Most polishes and cleaners have oils and carriers so the abrasives can do their job. If there are still swirls after you are finished, then these oils can fill the voids and make you think you have perfect paint when you really don't, which is why ppl do wipedowns etc. Some also feel that the oils don't allow for proper bonding. I'm no chemist but I don't think the oils will interfere that much unless a product specifically states it must be applied to clean paint (see Mike's article on synergistic compatibility / miscible & immiscible).
Anyway, imo, a cleaner can have some filling properties but it must be something over and above the normal carrier that must be present otherwise, all polishes, compounds, cleaners, waxes etc could be called glazes...