I think the idea that Pokémon are "real" is more about the emotional and cultural impact they've had on people. They're not flying around in the sky, but they've become part of our shared imagination...
Pikachu's loyalty is cute, but that doesn't make it real — it just means we've projected our desires. The real question is, why do we need a fictional creature to feel companionship? There's plenty of real, living beings that offer the same kind of loyalty without the cartoon electricity.