Is It More Personal, And Humane?

My friend received news that her dog was dieing and in pain, so she had it put down in the vet's office. I was pondering this today and thought; "If it was my dog, I would have shot him." I feel that by doing the deed myself, it holds more: emotional, psychological, and physical meaning. By looking into eyes that love you unconditionally, and you love it, and ending their suffering. It makes me think of a mortally wounded soldier asking his comrade, his best friend, to put him out of his misery. Just to be Very clear, I love my dog, like a brother. I would not just up and shoot him because he had a mild cold, if he truly was in pain though I would end his suffering. What do you think about all this?