"Why would you do this to an animal?" Perhaps because you are uneducated or simply do not know any better. When I spent 3 months teaching high school in Trinidad & Tobago (in the Caribbean) I visited the Emperor Valley Zoo there and I vividly recall a couple of locals pointing in amazement that black howler monkeys and agoutis were in captivity. They suggested that the cooking pot would make a better choice, and they also did not comprehend why local animals would be showcased when they could be seen for free in the nearby jungles.
Actually that might be a sign of education. If the locals can identify common native species then maybe there's not much point in keeping them in the zoo. (Probably better than cooking them though).
I don't think I'll ever see the appeal in clothing animals with full make-up and earrings. I didn't see the show, I only walked past at the end while visitors were taking photos with the stars.