Trivia: There is an additional scene about two minutes into the end credits.
Trivia: Eggsy needs the code for the prison door that holds Princess Tilde. The code given is "2625." This spells out the word "anal" on a telephone keypad.
Trivia: Colin Firth did 80 per cent of his own stunts in this film.
Trivia: When Harry Hart is showing Eggsy the weapons of the Kingsmen, and shows Eggsy the knives in the shoes, Harry Hart says, "They used to have a phone in them, in the old days." This is a reference to the Get Smart TV show.
Answer: It was to test whether the candidates were willing to do whatever it takes to get the job done. If they were willing to shoot the dog they had been caring for, it means they would be willing to make a tough choice in the field to complete a mission.