This cat has probably experience the separation from her dog. When it first happened, it was supposed to be a prank and the owner promptly returned the pooch to the scared little cat. She has since been traumatized and always gives a watchful eye over the dog to ensure the same doesn't happen again. The sad thing in this picture is that both these adorable creatures are tiny.
They cannot put up a defense even if they wanted to because they're both tiny. Whatever force you put their way, small or big will eventually overwhelm them. It's good for them both that they have a good owner taking care of them. They have been suitably pampered but are completely dependent on the generosity of their master. If they were to be discarded tomorrow, they would be chewed up and spit out.