I guess it depends on the producer. I see what you mean now, do the big boys cheat? Well yes, I'm sure they do. Here's the pastry spec from a supermarket's own pie:
wheat flour, lard, water, animal fat and vegetable oil including hydrogenated vegetable oil (with emulsifier mono- and diglycerides of fatty acids), salt, egg.
...and for a Pork Farm's 295g pie:
Pork Filling (44%), Pastry (42%), Jelly (14%), Milk, Pork Filling contains Pork (52%), Pork Fat, Water, Wheat Flour, Potato Starch, Salt, Wheat Starch, Pepper, Yeast Extract, Sugar, Dextrose, Pastry contains Wheat Flour, Pork Lard, Salt, Jelly contains Water, Pork Gelatine, Salt.
Trading standards would be very interested if they are using other that what they specify.
The real point is though, that you don't need anything other than lard, flour, water and seasonings to make great hot water crust pastry as can be seen in the photo of a somewhat battered piece of game pie here:
http://www.localfoodheroes.co.uk/?e=539
HTH
Phil