There is in fact a difference between domesticated animals and wild animals that are kept as pets.

Do you also find it strange that e.g. various wolves are/have been considered endangered even though dogs exist?

It's arguably different if it's the same species (wolves and dogs are considered separate even if cross-breedable) - and very few of the chicken breeds are found in the wild.

I suppose it's because we assume "endangered in the wild" means something that doesn't breed well in captivity and so is hard to reintroduce.