Dog is basically indestructible, never taking any visible damage from anything that explodes around him or gets thrown directly into his face. And since he's a giant robot and everything, he can throw all manner of heavy objects at enemy combatants, and we see him crush an unbreakable door with his robot claws to clear a path for Gordon.
The only drawback is that he technically has no battle AI, so Dog tends to run away from most combat, and much of that heavy-lifting stuff we talked about comes from his desire to play catch with his master. But we're told that Alyx has been building and improving on Dog since she was a child, so there's really no excuse not to reprogram him into less of a loyal robotic pet and more of a badass alien wrecking ball. Since, you know, humanity kind of depends on it.
Presumably, the alien forgot to leave some kibble in his dish.
Regardless, if Dog weren't around to save Gordon's scrawny ass, some building would've collapsed on his head and the whole franchise would've been kaput. So why didn't they just program Dog to carry out the mission, rather than sending in Gordon with his sad little crowbar?