[Okay, so maybe-- just maybe-- he likes the dog. Maybe he even kind of wants one of his own, because he's only going to be able to mooch this one off of Shepard and Alenko so many times before it gets suspicious.]

I think it's more the novelty of a dog who's too short and fat to get off of its back on its own. I'm pretty sure being cute is the only reason this breed has even survived, because it's sure as hell not for their survival skills.