It’s after 2 a.m., and I’ve been awake for several minutes listening to the bark of a dog on the street. The windows of my second-floor apartment are open to let in Madrid’s crisp autumn air. I’m waiting for the dog to stop so I can go back to sleep. But the barking continues, so I get up to investigate. Who knows—maybe the dog is in trouble, or perhaps the owner is hurt?

It’s neither. When I pull back the curtains, I see two people, one Labrador, and a ball. The dog, no doubt delighted to run on…