As a long term pet owner I quite agree and dialysis is quite ridiculous for an animal who would not understand why.
I have recently had my little cat, Jenny, put down because of end stage renal failure. Funnily enough our vet said some people want to go for dialysis but he doesn't agree with it. However she was very well for several months, chirpy, going out etc, on monthly injections and daily medication. Then for the last week she went downhill so we had to do the inevitable. Bless her heart. Jenny was 15 in May. We still have her mother and her sister who are in good nick, they've recently had annual MOT and jabs.
However, yes, I agree with you. Animals don't understand and all they want is to feel well. As long as they do, that's fine, but that doesn't last forever.