I like the feel of warm wet lather too much. When someone explains that cold water will without-a-doubt improve my shaves I stick my fingers in my ears and say "la la la - I'm not listening". And I feel that way even WITHOUT a dog around.
The reason why most people try cold water shaving is because they have some kind of problem/problems when shaving and they are trying to find out if that's going to help them or not. There's absolutely no reason for a person who has zero issues to change is routine if he doesn't want to. After all, not all of us are blessed with thin and soft facial hair and super smooth skin.