Cats can be trained too. It's just that we'd rather not devotedly follow everything you ask us to do. If we're sleeping, eating, washing, watching lizards or just sitting contemplating life, for instance, why would we want to "sit", "fetch" or "come"?
Dogs on the other hand slavishly do whatever you ask. Fools! Have a look at this specimen of the canine species (go on, it's fun!) - I rest my case!