I guess this depends greatly if the mission conditions warrant or not the dog rescue although a very important factor on this are the feelings that either the winch operator and the rescue swimer have related to dogs.
While some of them, do not like them and consider dogs just a nuisance not even worth the effort to consider a rescue, others would surely volunteer to do the rescue and take risks in order to do so.
If you ask me I would like to try to rescue them as long as they can be handled.
I have dogs and I love dogs and I cannot imagine the pain of some survivor being rescued and seen his friend (dog) being abandoned to die.
One time I made a joke to a rescue swimer when discussing about this very scenario and he told me he was not willing to winch a dog so I told him that either he attach the dog to the winch or nobody else is winched up to my helo , including himself. He dind't like the joke. (I even wonder if it was really a joke
)
In my very personal opinion, we should try to rescue them as long as the conditions allow so and of course the dog collaborates somehow.