Pat Shipman, a paleoanthropologist at Penn State University, is trying to figure out why we started keeping animals around and how it affected the evolution of our species. She said, "It takes a very long time to domesticate animals. To actually do it for the motivation of getting food, you'd have to be planning at a ridiculous time depth." There is a companionship value, an affection, that not even the most advanced of apes display as normal behavior (the gorilla Koko and her kitten were newsworthy because they were unusual). There's quite a mystery to be solved here.
COMMENT: I think it was Isaac Asimov who once wrote in a story how intelligent species from different planets could recognize each other: "Only intelligent beings put other beings in cages."