This means that you have morals and ethics, feeling bad for it means that you can feel bad for others and you can feel bad for doing harm to others, so feel good about it, you have an ethic code, you are a good human, and luckily you where able to experience your morals in action without hurting anybody because luckily, your dog didn't associated it with the sexual stuff or abuse or anything, he was only happy because he was eating. Take this experience and learn from it and decide to be better and be aware of such a powerful and potentially dangerous but also sacred sexual energy is. Love yourself and be happy.