I guess there is often an issue with bits like animals ALL attacking you ALL the time! Elder Scrolls Games are that way where nearly everything tries to eat you. Yet animals like wolves are generally shy creatures in normal circumstances. Having hordes of beasties and monsters chasing you to town is just ludicrous.
Now if they came after you when you were wounded or on foot instead of ON A HORSE I could probably buy it more. Or if they hunted you when the weather turned, such as winter seasons, I could also enjoy it more. It would be more exciting and more of a treat than all of them after you all the time.
I also get a little miffed at birds that are not touchable in games. Or the hilariously circling (literally) gulls in City of Heroes. Wouldn't it be cooler to have some game birds you could use the bow on? Or a hawk you could send out to catch small birds or game in the outdoors? (I think Turok at least had a companion hawk. Looked good, too.)
But, honestly, these are petty gripes on otherwise good games. I did enjoy some titles that let you combine animal parts to make new battle critters. Those ones cared about working skunks, porcupines, and wolves. Heh. Nothing like a bear with a turtle shell to liven things up.