Maybe it was meant to be. I think my confusion came partly from the thing with David's street friend/addict being a guy named Benny instead of a girl named Lenny, then from Lenny being a mask for the Shadow King ... combining that with there never having been a pet dog at all, I took this all as some implication that none of these had ever been real, and all had just been different masks. But, maybe the dog was the only one that was completely made up?
Anyway, even if Lenny was a real person to start, what has she been, since having been killed? Oliver was in stasis but has a real body, acting as host for Farouk, now. David was his host, before. Why would there be a real "Lenny" left at all, after she was killed? Or how really, is the better question.