'Sick as a...' is a phrase that has been applied to a whole variety of things and creatures...dog, horse, cat, parrot and so on. Even 'sick as a cushion'! These have been around for the past three hundred years.
Presumably, the idea came about because dogs and cats certainly just do vomit whenever their bodies tell them to.
Apparently, horses cannot actually vomit, so 'sick as a horse', strictly-speaking, meant a feeling of nausea whilst being unable actually to be sick. And the 'parrot' connection just came about relatively recently, particularly in circumstances of disappointment in football matches.