Fiona,we did the same as you and not once were we asked for the papers. Holly, our border collie, gave them a laugh at Dalaman Airport. We let her out of her transport cage she just walked through the door,stood in the customs hall and looked at the customs officers. They found it funny and told us to carry on.
When we left Turkey we did get questioned by the Greeks and when they saw the size of Lennie they just handed me the papers back and let us drive through.
The problem is that you can never guarantee that is how customs officials will react every time someone with a dog turns up. So it is better to be safe than sorry.