Dittos to that. My wife and I have lost 3 dogs and two cats through the years, we we were present every time they were put down, petting and kissing each one, telling them how good they were, etc and crying buckets. We had a particularly tough one this past summer, as our little corgi Molly only lived to be five years old after a year long battle with lymphoma. I agree it has to be more comforting to the pet to have us there.
Pets are definitely something to thank God for.