Well, from what I've read, Sauropods generally like to go places and would rather not wait to be asked, but Theropods are self-conscious and will not typically enter a building without the permission of the owner. Other dinosaurs tend to be less predictable in their habits and temperaments. Also, remember that if your dinosaur can't fit inside a building, it's the owner's fault for not making the door big enough, and it's the owner who is being rude.
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https://gamefaqs.gamespot.com/boards/519824-super-mario-world/63392670