There are two main benefits of the Abstract Factory pattern:
1) Decouple the client code
The point of the Abstract Factory pattern is to decouple the client (in this case PetStore) from the concrete classes it creates (in this case Dog).
Image you had a different family of pets - cats, for example. Using the Abstract factory pattern, you can create a different factory that produces Cat objects. The key insight here is that both factories share the same interface - i.e. get_pet() and get_food():
class Cat:
def speak(self): return "Meow!"
def __str__(self): return "Cat"
class CatFactory:
def get_pet(self): return Cat()
def get_food(self): return "Cat Food!"
Now, because of the common interface between factories, you only need to chance one line of code to have the client act on cats instead of dogs:
factory = CatFactory()
The PetStore class itself does not need to be changed.
2) Enforce a relationship between a family of related classes
You could argue that, instead of passing in a DogFactory or CatFactory, why not just pass in a Dog or a Cat? And this is where your example code fails to show the power of the Abstract Factory pattern. The pattern really shines when there is a whole family of related classes that go together. In your example, there is only the dog itself, and the dog food. But imagine you also had a dog bed, a dog collar, a dog toy, etc. If this were the case, and you were not using the Abstract Factory pattern, then you might write code like this:
pet = Dog()
food = DogFood()
bed = DogBed()
collar = DogCollar()
toy = DogToy()
shop = PetStore(pet, food, bed, collar, toy)
This code is verbose and inflexible. There also is a danger that you might accidentally pass a cat toy in with dog products.
Instead, using an AbstractFactory, the code becomes trivial and the relationship between the families of classes is enforced:
factory = DogFactory()
shop = PetStore(factory) # PetStore calls get_*(), and is guaranteed
# to only get dog products