Sounds like the cats are smarter than the dog then. I often hear the phrase that dogs drool and cats rule. Maybe there's some truth in that after all.
A cat of my friend watches TV with him if it's some film about animals, nature film or something. But as I don't have a TV myself mine don't do this. Only when the older one (Tabu) was small she watched "Ice age", I think there was something with the voices of the characters, because she tried to catch them I think
A few of them watched TV with me, but the newer ones - Snowy and Azzario, they just like to lie next to us and get us to stroke them while we watch TV - it is also during this time that they like to clean themselves. Azzario usually sits on my lap and fall asleep, thereafter. Snowy would join in later on, on fiancé's lap or in between us.
My kitten does watch tv with my boyfriend and I sometimes. Sometimes she'll watch TV when my boyfriend and I aren't even in the living room watching tv, it's really cute.