There are some quests that destroy pets as you start on them, and there are some that are bugged if you have a pet out when doing them. The bugged quests include:

Riding The Red Rocket: if you have a pet, the torpedo hits the boat, the screen shakes, the boat catches fire. The torpedo does NOT kick you up in the air, no parachute deploys, and quest credit is NOT given.

The Drakkensyrd: if you have a pet, you can fire the harpoon at a drake, or a Column Ornament, and nothing happens. You are left on your current drake, no matter what you try. This makes it difficult to figure out what's going on, because you can't even leave your drake and try again.

Quests that destroy a pet as you begin them include Filling The Cages, and a handful of others that I don't remember at the moment.

Warlocks, Hunters, and Unholy DKs are balanced with their pets in mind. Forcing them to complete objectives without their pets gives them an unfair disadvantage compared to other classes. More importantly though, some quests just don't work with a pet present, with no explanation of what's wrong, and those should be fixed. Thanks for your time.

These are known issues. Thanks.

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Maaven
Blizzard QA