[Cloud is satisfied with her answer. While there's nothing stopping anyone, let alone a Hero, from going out and getting a bird of their own Cloud has always been more willing to help those who seem to understand that a chocobo is not simply a wild animal to be broken and tamed.]

When I met Zack I was out trying to catch a bird of my own and I attracted some monsters instead. He came running out of the bushes to help me out.