Except pets would kill the server. Think about it.
We have a server that usually holds 1300-1500 players at once. Now double that to 2600-3000. That's how many moving things the server has to handle of everyone gets a pet that walks around with them, in addition to animations and whatever the heck that pets are supposed to do. All that movement would reduce the servers consistency and functionality. Would it be worth destroying the server just to have something walk behind you and do things that you're too lazy for?