I'm surprised Splinter actually lets Mikey keep a Cat. The man is a rat for crying out loud. They say pets can take on the personalities of their owners, so it looks like Spike treats Michelangelo the same way Raphael does, and Klunk thinks of Raph the same way Mikey does.
Splinter is a hughe rat, after all, and knows how to fight, so he can handle himself in the precense of a felline also, depending on the tmnt-incarnation, splinter once was human. he then would not have a deep fear of cats, i assume.