Huh. I completely missed that. Now I'll have to watch it again.

Yup. Zeus turned her into a cow. He had a bit of a wandering eye, and kept picking up mortal women. He got caught with Io, and he turned her into a white cow so his wife Hera wouldn't see and he could be all "Hey baby no, it's just a cow, see? You're the only girl for me."

Hera, to her credit, didn't fall for it and demanded the cow as a gift. Which she got.