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This paper presents an intensive case study of 10 participants in the US and South Korea interacting with a robotic companion pet in their own homes over the course of several weeks. Participants were tracked every second of every day during that period of time. The fundamental goal was to determine whether there were significant differences in the types of interactions that occurred across those cultural settings, and how those differences affected modeling of the human-robot interactions. We collected a mix of quantitative and qualitative data through sensors onboard the robot, ecological momentary assessment (EMA), and participant interviews. Results showed that there were significant differences in how participants in Korea interacted with the robotic pet relative to participants in the US, which impacted machine learning and deep learning models of the interactions. Moreover, those differences were connected to differences in participant perceptions of the robot based on the qualitative interviews. The work here suggests that it may be necessary to develop culturally-specific models and/or sensor suites for human-robot interaction (HRI) in the future, and that simply adapting the same robot's behavior through cultural homophily may be insufficient.