|thanks wikimedia commons (PD 1923)|
I think it has a lot to do with the dog's owner. Chalon was appointed Animal Painter to Frederica, Duchess of York in 1795, a lady who was no more than 18 at the time, but whom had already had a deal of disappointment in her life. She had come over from Prussia at 14 to marry George III's son Frederick (the Duke of York, you'll have guessed). Frederica had grown up the only child of parents who were so estranged that her mother tried to elope with a lover when Frederica was a toddler. But the lovers were caught, and Frederica's mother was sent away to house arrest in a castle, never to see her daughter again.
It would have been pleasant to report that her own marriage was balm for that early experience, but no: she soon separated, if amicably, from the Duke, and spent her life surrounded by lots of pets. Well liked, she yet managed to keep a certain dignity in her dealings, which was put down to her Germanic upbringing. I'm betting a lot of that was shyness and a wish not to let anyone too close in case.
Supposedly our pets pick up on what we feel. Perhaps this spaniel was helping Frederica carry some sadness she didn't even know she had. Perhaps.