The basic pet you get with each soul only goes up to 30ish. They do scale with your level up to 30ish as well. If you want a pet to go beyond 30 you will have to spend point into the soul to get the improved version. Once obtained, the improved pet will maintain the same level as you are. It look frustrating to me at first as well. (Quick tip, if you level a couple times without re-summoning your pet, he will still be at the same level as when you originally summoned him.)