Because heat is a path function or the energy in transit.
Explanation:
It is not correct to say that a body contains a certain amount of heat because the heat is a path function and not a property of the system. It is the energy in transit which can be encountered only when it crosses the system boundary.
Heat is the energy in transit of a matter which flows by the virtue of temperature difference. The heat energy in a body is stored in the form of kinetic energy of the molecules which gets converted into heat that we know as the responsible factor for the rise in temperature usually.
Try to chase it or try to put up missing posters if you cant him/her, i never had a dog but i would do that and ask neighbors if they know where the dog is at.