Actually, I've changed my mind. It would be great if they had this - the majority of the time the cat would look at you like you were an idiot (as cats are wont to do), but on that odd occasion, they would do what you say. It would be as rare as winning the lottery, but just as fulfilling.
Er, no. The majority of the time it would indeed run off, and
A: Come back the next day with nothing (arriving unerringly at feeding time)
B: Come back the next day with a small http://garfield.nfshost.com/1981/07/05/
C: Come back the next day with an object other than what you wanted
Second most often, we'd have the "look at you like you were an idiot" response, then "on that odd occasion, they would do what you say. It would be as rare as winning the lottery..." and we're talking you'd get that repsonse maybe once in 20 or 30 full playthroughs. The "Do all quests and achievements in one playthrough then back to CoD" crowd would regard having one's cat do as asked to be a myth, as would roughly half (or more) of the playerbase anyway.