Dose your pet have strange and finicky eating habits?

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My cat loves his treats he has these special hair ball treats i give him once a day he looks forward to getting them every morning he waits where i keep them but the strange thing is he rarely eats anything other then his cat food and his treats of course, in fact he dosent like milk and he use to love milk when he was a kitten but now when i give him milk he wastes it and he sometimes begs for my food like if im eating steak or fish he begs for it and when i give it to him he waste it and then later he goes to his own bowl of food and eats it, like i said he only eats his own food now but i wonder why he begs for things and then wastes it once i give it to him? how about your pet dose your pet have strange and finicky eating habits.