Because Sakuya is loyal to Remilia, much like how dogs are usually loyal to their owners/masters.
In the Doujin game Quadruple Sword of Fantasy (or something like that),
when you face Mei Ling (at the very least with Marisa),
Marisa mention something like Mei Ling being a dog figuratively speaking.
Then Mei Ling start barking! X D
Also, when you defeat her, she ask you to tell her name.
All of the answers sounds like Mei Ling but several choices are written with the wrong kanjis.
If you answer properly, she'll join your team... and then the game say that China joined the group! X D
Also, when you meet Patchouli with Marisa, it sound like Marisa is entering Defcon of something. X D