Gene linkage - same thing with domesticated foxes. The same genes which produced tamed foxes produced animals with coats and tails similar to domestic dogs, not wild foxes.
IIRC, with the foxes it wasn’t a gene at all. it was a hormone. There was a hormone affecting coat colors AND personality AND brain development AND adrenaline response to fear...all at the same time. They thought they were breeding for a more docile animal but what they were really breeding for was an animal lacking(or partially lacking) one particular type of hormone from development through adulthood.