The problem with pets is with such a massive playerbase it could really open the floodgates for lag/fps drops. Even a very dumbed down pet would still mean potentially TWICE the visuals being rendered if every player has a pet following them. It's probably something Stefan would have to give a go-ahead for if it were to ever be done.
Also, well... there are already pets. But they're not really pets. They're furniture. It would add a whole new layer of confusion.