The same reason your parents gave you a name & it is unique, people have chosen names for animals over centuries ago & still live on today & it's basically like a first come first serve kinda thing, who ever names the object or person, the name usually stays as it's original when first stated :)
The English word "dog" comes from Middle English dogge, from Old English docga, a "powerful dog breed". The term may possibly derive from Proto-Germanic *dukk?n, represented in Old English finger-docce ("finger-muscle"). The word also shows the familiar petname diminutive -ga also seen in frogga "frog", picga "pig", stagga "stag", wicga "beetle, worm", among others. Due to the archaic structure of the word, the term dog may ultimately derive from the earliest layer of Proto-Indo-European vocabulary, reflecting the role of the dog as the earliest domesticated animal.
OK.....so ya know how dogs are "man's best friend".....well, if you reverse the word dog, you get god....and god is supposed to be everyone's best friend.....but calling a furry creature god was a little offensive to some people....so we flipped god into dog and BAM!!! And that's why they're called dog......8)