While in The Colosseum, you are never in any amount of danger. Besieged does not reach that zone and the monsters in the pit remain in the pit.
So for god's sake, we do not need your pet contributing to lag that is sometimes present. It's also nice to not have to remind myself to turn on and off /ignorepet when I hit F8 on the match NPC.
PS. If you see your friend Support-Spell-skillup-bot, tell him the secret exits of Whitegate into Wajaom and Bhalfau will annoy 99.9% less people.