Answer: Big city that he lives in and he is afraid to let his cat outside.
Explanation: Diego is someone who is living in a big city and it's normal for big cities that many dangerous situations that could happen to human or animals. In that city, there are many dogs that can harm his cat or people that can steal her and he is afraid because of those things and that is something that can best show why is he keeping Oz indoor.
He doesn't want his cat to be in dangerous situations because he doesn't want to lose his cat.
