Aw, that's a bummer. I have a favourite pet, which is kinda bad I spose as I really shouldn't be favouring any one! I have noticed though, it's the pet on the right of the selected pet that's been getting blessed, hmmm....
I'm convinced that the quests that give you levels and defense are always aimed at your lab pet. Then of course they are immediately zapped away by the lab. *grumble*