That's just something they did with the Pokemon anime/manga. However, many Pokemon (such as Onix) do not say their own name. And in the games, none of them say a word. They just make little electronic noises.
And who's to say that dogs don't talk? My dad had a voice-recognition program running on his computer one time. One of the dogs started barking, and suddenly the screen filled up with one word: "How". To this day we laugh about how our dogs can speak English.