I like the interpretation that the dog is an allegorical representation for a sort of goofus bodyguard.

The point of security detail is that they just chill and stand by, right? All discrete and such, like the ancient version of the Agent 47-lookin' dude with an earpiece who fades into the background.

But because this schmuck is loyal but a dumbass like an ancient Golden Retriever, he opens things up to try and get a better view, so he can find and subsequently protect his peeps like a Good Boi.
...In a space that historically likely could also function as a brothel.

NSFW Dudley Do-Right kinda shenanigans.

IIRC, this is the video that more or less had that interpretation in it:
https://youtu.be/9HJH6C0yp2I

I, too, was bothered by the joke for years, and this is the first explanation that has adequately satisfied me.