I think there's some inconsistency when it comes to battle pets.
When they were first implemented, many that should have some property (such as flying next to your character, vocalization, animation, etc.) didn't. The reasoning was simple oversight because there were just so many pets.
It doesn't surprise me that there are still some pets lacking in basic things like vocalizations and animations. The best thing you can do is to report it as a bug and hopefully the developers will get around to sorting it out.
As for other cases, not sure if this is similar -- Last I checked all of the "wasp" pets flew alongside your toon....Except for the Twilight Wasp
. That one's stubborn and stays hovering on the ground lol.