As the article states, I can imagine the miners responsible for this duty became attached to the birds (especially after they had a way to keep it alive).
There's a detail that got lost in the shuffle there, though. While it had been possible to detect CO presence since -- I think -- the 20s or 30s, they didn't become common until the 80s. My Dad used to fly a private plane across the country selling CO detection solutions provided by his company to factories and businesses until the late 80s (from a little company in Ann Arbor, MI). Of course, come the mid-90s, most of us had devices that could detect presence and (to a lesser degree) levels in our homes.