My brothers ride horses into battle and some of my close friends are Caveliers. It's actually pretty amazing to see. The bond that they share with their companions? It could make you jealous. Camilla treats her dragon with such care...

[ Beruka too, really. In the end, Corrin thinks that bond is only a strength in battle. The animal companions to her family and friends have been through a lot. Surely a Chocobo that has been trained for it is no different. But hey! To each their own. ]

Personally, I'd like to think that there is a reason too - one that isn't sinister. Like maybe they need help with something and just didn't know what to do. So they brought us here. There's no way to know for certain, though.