They do and if for some reason they don't go to our heaven; I want to go to theirs (as someone once said).
I have many 4 legged friends waiting for me.
“The dog is a gentleman; I hope to go to his heaven, not man’s.”
One of many Twain quotes about dogs. Many are from the lecture circuit, so there are several permutations.
My personal favorite:
“If you take in a poor sick starving dog, feed him, heal him, and help him prosper he will not bite you. This is the principal difference between a dog and a man.”