About Pluto being Mickey's dog...
Like some real-life dogs, I think Pluto can sense who is a friend and who is a foe. He doesn't just follow his owner, he gets excited when he sees anyone that he deems trustworthy. Look at how he runs up to Riku after Riku saves Kairi and Namine from Saix in the World That Never Was. He does the same thing when he gets to Destiny Islands and sees Kairi. He even starts to follow Axel when he sees him leaving the World That Never Was.
And as Andy already pointed out, Mickey seems genuinely surprised when Sora tells him that Kairi got kidnapped by the Organization. Plus, he knows Sora's friends with Kairi, if he knew someone was after her, you'd think he'd tell Sora. The only reason why he didn't say anything about Riku was because Riku made him swear not to.
Basically, Mickey didn't know that Kairi was in trouble so he couldn't have been at Destiny Islands. Besides, why would he be there in the first place? He told Sora that he'd be searching for Ansem the Wise.