our male cat, Elmo, is quite the character! I just saw him decide he wanted to play with the dog, and the poor dog didn't have much say in the matter. If she walks away, he'll chase her down and leap at her and "hug" her back end or neck. She shakes him off and he flops onto the floor, purring. Dog walks away again, and he hunts her down again! He'll do that until the dog play bows and barks at him.
and the female cat will have nothing to do with it all. (although as a kitten, she once hung off the dog's lip with her teeth... OUCH! and the dog just sat there, with a 4 month old kitten dangling off her, with this "help me" look...
My dogs are the same way with Rowdy. She bites them on their noses and ears and they get her whole head in their mouths. Since nobody gets hurt, I let them play, until it looks as though they're going to wreck the house.