For the same reason you would!
Ever notice that when you take a dog out to do its business, it stares at you while relieving itself? It may seem weird, but as it turns out, there’s a good reason behind it. When dogs are doing their business, they feel like they are in a more vulnerable state. When they look at you, they’re really just making sure that you’re keeping them safe! So now it’s less weird… and kind of cute?