Dogs have it too.

My dad had a dog who did not like peanuts.

Until he saw them being put in the bird feeder.

And if you want proof, just record the howling that comes from a sled dog kennel when a sled goes out. It's annoyed howling and it's from everyone not going.

Horses too. Watch a dude ranch corral when a trail ride goes out and you'll see a lot of wistful faces watching the tails disappear.

I think all social animals (and while we don't see cats as social, only social animals can be domesticated) have it.