First off, there is no evidence that the pyramids were built without beasts of burden. Unless we accept the movie The Ten Commandments as history (no empirical evidence of Jewish slaves building the pyramids either).
We certainly didn't domesticate dogs "tens of thousands" of years before horses and oxen. We certainly have evidence to support sheep being domesticated at the same time (possibly as early as 12000 BC. At least as early as 7000 BC...by which time cows, oxen and horses also were domesticated).
There's also no reason to assume dogs were used exclusively as hunters at first, shepherds later and then for aesthethic purposes. In fact, there's plenty of reason to suppose dogs and wolves were used as a food source (perhaps not primary, but certainly supplemental) during intitial periods of domestication, as well as being beasts of burden and as a look-out to danger. I'd go further and argue that dogs needed to be domesticated before they became valuable as hunters, at least to the extent that they'd have to be conditioned not to eat the prey, instead delivering it to humans.
Obviously, in Western society, dogs have served a special function as "man's best friend". I'm not sure whether it's due to unconditional love a dog has for a person, or just its utter dependency for survival on us. The lack of this phenomenon in other cultures strongly suggests we're not naturally designed to foster a special bond towards dogs alone. I don't deny we can form a bond with a dog, but we really can develop similar ones with other animals. I'd argue we'd be able to form even stronger bonds with animals more closely related to humans, such as apes and monkeys.
Furthermore, their being "unleashed in our homes" is as much due to their size and physical characteristics as it is due to their personality: they don't take up much space, their means of escape can easily be prevented and there's not much chance we'd kill them or be killed by them by accident (crushing, etc).
None of which would imply any moral impetus to not eat one. Just a personal preference.
I'm not a "dog person": I respect them as much as any living creature, but I much prefer the independence of a cat. Does this make it alright for me to eat a dog, but not a cat? The argument easily reaches an absurd level due to the fact that the logic implies I should not be allowed to eat a dog, but would be able to eat a wolf (disregarding its endangered status for the sake of argument). Based solely on the fact that, as a society, we like dogs best. Should the moral code of human beings in relation to animals really be reduced to "if you can make me like you, I'll promise not to eat you"?