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Why does Candy say, "I ought to of shot that dog myself, George. I shouldn't ought to of let no stranger shoot my dog"?
He didn't like the dog and now has no recourse for finally doing what he's always wanted to do.
He feels he's asked too much of Carlson by making him kill and bury his dog.
He thinks he's disrespected the dog in a way by not being the one to take his life.
If he would have been the one to kill the dog, he would have done it more gently than Carlson did.
He is hoping George will learn from his mistake if Lennie ever has to be "put down."