Apparently this has two answers.

For one, dogs have been bred to be tools and assistants for a wide variety of situations. Cats were pretty much just "eat the pests," which is what they were gonna do anyways. So dogs got whatever morphology and size was needed for their job, but cats were just bred to be whatever they already were.

Secondly, there's actually a coincidence of genetics that gives dogs more natural variation than most animals, that both made more dramatic artificial selection possible for them and kept them the same species throughout all of it. Cats don't have that, and it would be harder to breed them in so many different directions.