Animals don't turn to walkers?

From what i can remember from S1 till now, i haven't seen any animal turning, does it mean that those animals have some kind of immunity to the virus or does the virus only affect us, humans. For example in S2 when we killed the dog, we didn't destroy its brain, and it didnt reanimate. Wouldn't it be terrifying to see a zombie dog or zombie bear roaming in the woods...

What are your thoughts?

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