I'm going to go out on a limb and guess that most of the animals humans can emotionally connect with are relatively similar genetically. i.e mammals that have facial features and vocal cues that signify pain, pleasure, anger, etc. It's hard to be empathetic towards insects for example.
Also the only animals that fit your description Latvian are hierarchical pack based mammals. And even then "loyalty" is mostly measured in how useful you are to them. If some fucker shot you in the face and stole your dog, it would become "his" dog as long as he provided it with food, affection and leadership, and you would be nothing more than a vanishing memory. Your decaying carcass could be a meal, and the dog would give zero fucks and eat your blown up face as soon as it got hungry. And that's the stereotypically most loyal pet. I'm not even getting into how selfishly depraved non-pack predators like cats are (sorry Meow).
As for why it is easier to love animals than humans? For my part it's the same reason why it's easier to love and forgive small children or the retarded for doing "bad" things. Because ultimately they are innocent and can't know any better.
