Well you can catch rabies from your dog. Every time we got sick when the kids were little our cat got sick, too. Our vet said it went against everything he learned in vet school but he noticed that when the family got sick with flu, the pets did too. Coincidence?
You ask a valid question.
Dog must bite you and draw blood in order to catch rabies is what I understand. So you can get rabies not from dog’s blood or breath but from the rabies pathogen directly, present in dog’s saliva.
If dog sniffs a human sick with covid-19, the dog is not likely to get sick because the dog are not known to get sick from covid-19.