What does Zorro want?

“I don’t know what Zorro wants”, said Loba. “He says he does not get what he wants, but when I ask him what it is, he won’t tell me. It is not apple pie, not to go roaming, I tried new slippers but that was not it. I brought him a bone, a tug toy, a new medal, and some bacon. He ate the bacon but is still not satisfied. I asked Goldie for help, and she said that Zorro and I needed to communicate better, but Zorro did not want to talk. I tried a massage, which seemed to help a bit, but not really. Then I suggested we take a stroll in the park, but no he did not want that, I brought him a good stick to carry, I tried a game of hide and seek, but Zorro is not happy. I don’t know what he wants,” said Loba and looked desperate.

“Me neither,” I answered. What does Zorro really want?