Enabling legged robots to perform non-prehensile loco-manipulation with large and heavy objects is crucial for enhancing their versatility. However, this is a challenging task, often requiring sophisticated planning strategies or extensive task-specific reward shaping, especially in unstructured scenarios with obstacles. In this work, we present CAIMAN, a novel framework for learning loco-manipulation that relies solely on sparse task rewards. We leverage causal action influence to detect states where the robot is in control over other entities in the environment, and use this measure as an intrinsically motivated objective to enable sample-efficient learning. We employ a hierarchical control strategy, combining a low-level locomotion policy with a high-level policy that prioritizes task-relevant velocity commands. Through simulated and real-world experiments, including object manipulation with obstacles, we demonstrate the framework's superior sample efficiency, adaptability to diverse environments, and successful transfer to hardware without fine-tuning. The proposed approach paves the way for scalable, robust, and autonomous loco-manipulation in real-world applications.