Are they sure only dogs can follow a pointed finger? What about http://en.wikipedia.org/wiki/Clever_Hans ? The horse was following even more subtle clues than a pointed finger.
This is certainly interesting. You should put the 'more subtle' in context: The clues given to the horse were subtle enough to be missed by a lot of humans, including the human giving those clues. This is what I call subtle.
Of course a horse is also a domestic animal.