I'm not an animal psychologist, but I think the dog realizes this is a bit abnormal but wants to support him anyway.
That expression kind of makes me think the dog is thinking "well, I suppose this is better than him singing along to sad breakup songs while crying..."
I think the dog is just rubbing it in the cat's face. You can see she is plotting her revenge Minister Frollo style. "The chair will be mine or it will burn."