I've thought about getting a pet turtle or tortoise [1] because they are my favorite animal, but I found out that in order for them to be happy and healthy they need a lot more room than I could easily fit in my house. Either a very large aquarium or a very large area for them to walk around depending on the species, neither of which I can easily have in my house.
And I think a lot of animals are like that. Ultimately a lot of these animals evolved in areas that really aren't that "confined" in any meaningful sense, and forcing confines seems kind of cruel.
[1] To be clear, ethically, not one of those shady endangered black market things that you can find.