We need chocobos and digimon too
Heh, Captn, have you played the Dungeons of Dredmor game?
Yes, I have, It's a good game and I'm still not sure what your point is. World of Warcraft and dozens, if not hundreds of other games have referenced DF at varying levels of obliqueness. There's no real reason why Toady should try to "return the favor" by adding their mascots or whatever to DF. Dredmor is also specifically a more comedic game in tone. DF is an entirely different beast in terms of texture and scope, and what's more, prides itself on being simultaneously free from any specific intellectual property, while also having a wealth of original content.
Even if Gaslamp gave the a-okay to slot Diggles into DF, it would still be dumb to do so, in the same way it would be dumb to slot in moogles, Pikachu, Companion Cubes, ash vampires, goombas, or anything else that is specifically from another game. It breaks immersion, which is pretty much the main thing DF strives to create.
Hrm, I'm not quite sure I agree with you that the whole purpose of the game is immersion, I'd say that the whole purpose of the game is to have fun. I cannot see any possibility of head-nods to other indy games being detrimental to DF, provided that they actually fit in the game, respect the other game, and aren't brightly spotlighted. If you were to add, say, Superman to the game, ya, that would be broken. But if you simply add a bird with a special name to the game, without giving it any special abilities or whatever, it isn't going to hurt Dwarf Fortress.
Part of the reason why most indy devs easter egg things is because it is funny, and adds another level to the game where players look for easter eggs. But there's a practical side too. Easter Egging helps to broaden the indy game market by helping to direct players to additional indy game offerings. Let's face it, MOST indy game players don't just play one game, we tend to flit from game to game. Just look at our own forums here in the "other games" section to see proof of this.
Limiting the back-scratching to other indy games is also a good idea, because many of us play indy games because we really don't like big-name themepark games, and referencing them is a turnoff. There would be nothing inherently "wrong" with adding chocobos to DF as a large, rideable bird, but there are a great many of us that would be turned off by such an addition because of our dislike for the Final Fantasy franchise.
That being said, you can't satisfy everyone. You apparently play DF for immersion. I play to have fun. I'm not quite sure where these two things conflict, but they must, because you seem to believe adding a bird with an odd name would break the game for you, but it would only add a smile or two now and then to my gameplay experience.