How did Sai Baba explain his presence in all living things to his devotees?

Sai Baba explained his profound philosophy of oneness through a direct interaction with a lady devotee, as narrated in Chapter 9. When the lady fed a hungry dog and pig, Baba told her that he himself had received the food, stating, "I have oneness with him." He further elaborated, "Sometimes I am a dog, sometimes a pig; sometimes I am a cow, sometimes a cat. Sometimes as an ant, a fly, or aquatic creature, in such forms I roam." He urged the devotee to renounce the sense of difference and see him in all beings, teaching that this form of worship is what he loves most.