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Studies suggest that animals display this same behavior phenomenon too, and there are a few theories on why:

1) the studies in which this phenomenon was demonstrated were flawed; the food received for performing a behavior was different than the food offered for “free,” thus corrupting the results. In my opinion, this may have been the case in some of the studies, but I’ve personally seen this phenomenon over and over in working with animals, so there has to be something more going on here.
2) “working” for food provides additional information to the animal about how to attain that food once the “free” food source runs out; thus it makes ethological sense to instinctively work for food that the animal could earn for free in the immediate future, but may become difficult to attain as time goes on.

3) it’s fun. If it were possible to take a poll of zoo animals, pets, and other captive animals, I’d wager a bet that most of them suffer from chronic understimulation. They will find a chance to use that powerful brain wherever they can.

4) It gives animals an outlet for natural behaviors that they wouldn’t otherwise be able to perform in captivity. It makes sense; any pet owner will tell you that dogs appear to love to scent, chase, and chew; parrots love to forage, chickens love to peck, rats love to explore, cats love to hunt, horses love to graze. If they were given the choice between eating out of a bowl or performing an instinctive “job” to attain food, perhaps the additional intrinsic reinforcement of performing natural behaviors offers enough additional reinforcement to outweigh the lure of free nourishment.

Source: http://furfeatherworks.com/training-tid ... eeloading/

[...] it is OKAY, even BENEFICIAL, to make your pet work for his or her food!