This is Anastasia Ivanovna, Countess of Hesse-Homburg, Princess Trubetskaya, and she needs to stop posing and pick up her dog. Do you see it? It's a tiny brown mop down by her feet. Maybe it's a fluffy chihuahua (there apparently were a few to be found in Europe then). What else would be that miniscule and furry?
Alexander Roslin (Swiss, 1718 - 1793) a painter of highly formal aristocratic portraits, executed this in 1757. Which I feel neatly solves the question of why he didn't have her cuddle the dog: She died in 1755. It's a posthumous portrait. There must have been miniatures or sketches of her somewhere for reference, but what a job. No wonder there's so much attention paid to the dress.