Zuko, like anyone from his people, has heavy leather boots on.

And they are getting tucked under his chair.

"Oh, no. I like having toes. Look at those paws. You'd take my feet apart." But she looks so HAPPY And look at her wriggle! So he teases one ear and grins at her. "Wish I was that happy."

... well, if he honestly knew the cause, he might not.