Why are humans the only species to maintain relationships with other animals simply for pleasure?
According to Hal Herzog, humans are the only animals that keep pets. Other animals have also kept pets however it was not under natural settings. These other "pet" relationships were observed in zoos, controlled experiments. etc.

One the main reasons Herzog notes that humans are the only animals to keep pets is the idea of culture. Humans have evolved to form a culture with social rules and norms. They can gather social information from others by relying on certain cultural rules. So it is acceptable for humans to form pet relationships with other animals. Some cultures do not have a word for pet. However ultimately these cultures end up forming relationships with animals that are "pet-like." The reason for this is because of memes. That is, the idea of having a pet spreads across different cultures.