This is due to the fact that you are much more aware than the dog. It could also be due to the fact that you (and likely other more aware creatures) have a must more distinct sense of the flow of time. What do I mean by this? Well, if a dog has little or no concept of the passage of time, might this explain why it does not investigate causality? Being, something happened only because something else must have happened previously.
It could be supposed that the dog will not look for a cause because it is only ever in the Present moment. I capitalized Present because I believe the Present moment is sacred. Why? Because there is much wisdom in embracing only the Present moment. Why? Because there only ever is the Present moment.
To a dog then, perhaps there is little or no sense of past and future. Therefore, what could causality ever mean to a dog? Hence the reason it finds little or no interest in the cause of an event. You can learn a lot from a dog.