Because they remind us that we're all animals and the natural products of cosmic providence together on this Earth. We used to have this spiritual relationship with the natural world that psychotic thinkers have tried to divide away from our spirits. Pets are like this fifth column and they remind us that just because we won the race to being clever before they did, nevertheless, we're all God's creation and endowed with her natural spirit, and it is wholesome to live together in balance or even synergy with the natural world.