A correction to albus's argument: neither pets or items in your inventory ought to be stolen. They're both protected under heRO rules. The most you may have is if you unloaded, a party member's pet may loot it up (because they somehow didn't fill up all their pet's slot yet) so you need to waste time to sort out each other's stuff, but it's NEVER right to talk items from a pet.
There's not much to say about this topic. I think that GMs including Pandora, gave a very clear reply to this suggestion:
No
but thanks for the suggestion anyway.