Think about thousands of years of domestication in this context. The kitties and doggies who hung around the humans and got petted were more likely to be well fed than the kitties and doggies who were skittish or ran away. So, in a sense the animals that enjoyed being petted were more likely to breed than the ones who didn't and from that standpoint may have been unintentionally bred to enjoy being petted.

Or put up with it. Of course there are feral dogs and cats out there, but really it's not so much that we've been able to breed out being wild, it's a case that those cats and dogs who could (as babies) more easily bond with humans were more likely to be kept safe and those who didn't..

Still, when an animal comes to you for attention and doesn't leave when you pet it. It has to mean that it enjoys it and enjoys your company! Otherwise it'd just go hide under the bed again. :)