In the Dominion side there is a mission that has you pick up a jewel, but when you do you start to hear someone talk. Like when you kill something it says, "Yet another pointless kill." It's a spirit tired to the jewel. Why are there no pets that do this? Not throwing it in your face that the kill was pointless, but just comment on your adventures. Have them say something like, "Blast'em in the eye!" or "Gut them like the coward they are!" or even, "Treasure here. Hey, there's a treasure here! Fool, you just past up a chest, and for what, a fleshy chest!?" This would totally make pets worth having.
Also, it would be nice to have the pets interact with the world as well. Like if they see a deer, it could run of and attack the deer or just for laughs, have the deer kick it's ass and it come running back saying, "Wish you would've pointed out that troll over there. Deer!? Nah, nah, that was a troll."
Just something to make them be worth having.