They do, but they've evolved neoteny (baby-like cries) to do it, and some of their emotions aren't "human" even though they are really feeling them.

Silly example, but some pets like guinea pigs are almost always hungry and they're famous for learning to squeak at you whenever you open the fridge or do anything that might lead to giving them bell peppers. It's not something you'd put up with a human family member using their communication skills to do!