Rarity on the Armory is not consistent. The quality of wild pets will be shown, while the quality of pre-MoP pets will not be shown. Pet item quality often does not correspond with the quality of the learned pet. This can make the armory confusing to browse through.
For example: A rare captured rabbit will show up as a rare rabbit. On the other hand, the Darkmoon Rabbit is an epic item (purple), but once learned it shows up as a rare quality (blue) pet in the journal. The armory doesn't show this, though, and the Darkmoon Rabbit only shows up as epic.
Warcraftpets only lists the quality of the item on the pet's profile. For now, wild pets don't have any quality on the website. We are considering adding quality for personal collections in the near future, though.
Feel free to browse through Perks N Peeves
, my vanity pet collecting blog!