"You're a big robot, though," Loki points out. "Don't you have some sort of computer in you, somewhere?"

That question, which sums up the whole franchise pretty well... "eheheh, it sounds really terrible, put like that. I think the official explanation is, these 'mons want to get stronger, and their best chance of that is working with people, so they try to get themselves noticed. It really does sound like something much more skulduggerous, on first blush. Also, they're imaginary, which is I suppose small comfort." He reaches up to pat something on his shoulder, which isn't there.