Legendary Pets and taming mobs with specials

I tried to tame a pet with a special ability like higher resistance, increased life/damage, special attack etc but it loses those after you tamed them. I tried this out by taming a normal pet and then a pet from the same level only with increased resistance, but they have the same statts after taming....Why don't they get those specials after you tamed them, cause that would be realy cool and they are harder to tame I saw even when they're almost death :P? Also I want to know why it is that if you tame a mob that uses magic they switch to melee after they're tamed..?
At last I have a question about legedary pets..How and where do you get them and on what level cause I realy want the phoenix :P
Thanks!