Let's say she doesn't make the connection, even though I'm sure she'd want that door shut regardless, but let's say she does not make the connection. She would likely be embarrassed and want to get the dog back outside, where he is supposed to be. But fine, she doesn't make the connection despite obviously wanting to keep Cinderella contained. She should be taking every precaution to keep her up there, when a dog breaks down the first barrier between the others and Cinderella it makes sense that she would react.
As for the cat, it becomes a cheap surprise that is just tossed in rather than an overriding fear. It lessens his impact. If they make reference to Lucifer lying in wait then it heightens the entire scene that much more. As it stands it just feels like a cheap tactic to artificially raise the stakes.