Anthropomorphizing behavior is most often applied to domesticated animals, like cats and dogs, and with apes, because of the close phylogenetic relationship to humans.
Yes, an enormous horse puppet can make grown men weep -- and when they do, it's not just at the anthropomorphizing of an animal, but at the folly of man.
As objects look more and more realistic, he posited, we like them more and more -- cartoons, for example, successfully exploit this by anthropomorphizing animals, inanimate objects and yes, robots.
I guess it's because the squirrel can stand on its hind legs and it has little arms, so it does the anthropomorphizing thing a little better than other animals.