Some mammals are warm and cuddly but far from all of them are. Wolverines are mammals but I wouldn't want to have one as a pet. Chimps will quite literally rip your arms out of their sockets if you get on their wrong side. Lions, tigers, bears, hippos, orcas... all mammals, but none of them are good pet material.
Even many (larger) dogs aren't good pets: just like chimps, they'll viciously attack you (or your child) on a whim. I'm not sure why anyone wants a "pet" capable of such destructive power. Even cats can turn violent, but they're so small that they can't hurt people much if they go berserk. Same goes for the "toy" size dogs.