The only reason we find this picture so hard to understand is because we are overtaken by all the emotion that we see here. While we consider our pets to be our subjective property, we never realize the fact that our pets have their own lives as well. We never account for the fact that our pet friends have their own preferences as well and will be really grateful if we account for them.
This dog had been indoors for quite some time now and he wanted to go out to have a good time. Such was the stint of him being kept indoors, that the poor dog went out to a painting on the wall and thought it was the window and he could see the outside world through it. If this doesn't make you cry then nothing else in life ever will.