Play is important for pets not just because it provides exercise and mental stimulation, but also because it strengthens the relationship between animal and owner. Your dogs want you to throw the ball because they have fun chasing it, but it’s just as satisfying for them to bring the ball back to you and share the fun. Your cats could bat their toy mouse around the floor by themselves, but they bring the toy to your feet because they want to share the game with you. Kittens and puppies instinctively learn from playing with their littermates and mothers. When you play with your pets, you fill those roles.