I would never want to hurt anyone's feelings. But my cat and dog are not animals to me. They're part of the family; hence not like farm animals. They know when you're sad and try to fix that. They also get sad (especially dogs) when you leave them. Whether you go to the mailbox or go on a trip, they react when you come back in the door the same way.
Technically, you could eat them, but it is one of the most disgusting and heartbreaking things I can even think of. There are too many other meats to choose from.