zero dark thirty - Why does Dan feed and play with the monkeys?

IMO, the monkeys at the Army base were a very important plot-device. They are used to portray that the CIA operatives, especially those involved with interrogating the prisoners (like Dan), are not inhumane. The audience may be carried away to believe that these operatives are cruel, heartless beasts inclined towards extracting the info from the prisoners at any cost(say water-boarding, chaining, sleep deprivation) and after a while grow into these monsters that enjoy torturing captives(read more).

The presence of the monkeys and their interactions with Dan throws light to the compassionate side of these operatives. It depicts that while their methods may be cruel, they do not enjoy it and certainly wouldn't subject innocent people to it, even if they are under captivity.

Incorporating dialogues to emphasize this point would had made it only more meaningless and phoney. Thus, the director conveys this sensitive message by using the interaction between Dan and the monkeys.