In a similar way to the shawarma question above, premade gyros are designed for flavor, taste and not health. This means that a lot of fats and oils are found in the sauces used to marinate the meat.
This is largely due to the fact that lean meat is not suitable for Gyro, as it does not have a lot of natural fat that can make it juicy and flavorful, therefore, fattier cuts of meat are used, and cooked with lots of salts, oils and sugars to improve upon the flavor.
You can however make your own Gyro, with healthier ingredients, without compromising the flavor. For instance, you can marinate the meat so that it tastes delicious, and cut back on the amount of oil used. You can also grill the meat instead, for a more healthier option.