Although pronominal verbs conjugate their perfect with "être" in standard French, there are dialects where this is not the case. (Similarly there are Italian dialects where it's not the case.) Also, the "être" rule appears to be relatively recent. In Old French, the use of "avoir" for pronominal verbs' perfects was at least as frequent, possibly more so.
There are obviously several usages of pronominal verbs: as reflexives/reciprocals; as medio-passive; and as lexicalised or inherent pronominals.
It's hypothesised that originally (as may still be in the case in some non-standard varieties) "être" was used for the perfects of the passive and inherent pronominals, and from there it was generalised to the reflexive usages.
See: R. Posner, The Romance Languages, Cambridge University Press, pp20-23.