I think it's a basic understanding that, be it in real life or in the movies, people tend to get killed because they're stupid and walk right into it or because they've done something to "deserve" it. I'm not talking about folks accidentally hit by cars or a stray bullet from a drive-by or caught unawares in a school shooting. I'm talking about the people who leave a bar stone drunk and drive home when they damn well know better, or the guy who walks through a ghetto yelling "I hate niggers" at the top of his lungs. Or, as in the movies, the retard who wanders off into the dark to investigate a strange noise knowing full well there's a psycho slasher on the loose.
Animals, on the other hand, are innocent in that they don't have it coming. They don't have any real kind of intelligence -- just instinct. A dog doesn't cross the street thinking, "Yeah, I know there's a car coming but I'm going to see if I can beat it." They cross a street thinking, "Hey, food on the ground! I'm gonna eat it!"
And I think it's that "innocence" that makes animal deaths more shocking. And I don't mind it very much if the shock works, but one thing I don't like is when a film like Cannibal Holocaust or Men Behind the Sun kill real animals on-screen just for shock's sake. It would have taken all of twenty minutes to rig a slab of meat with a hair-piece and stab into it for a close-up; God knows they put a lot of effort into the human gore. They couldn't have rigged an animal FX shot?
Unless you're going to eat it or unless it's in self-defense, I don't see a purpose in killing an animal.