There's two reasons, I think. One being animals are pretty much the epitome of innocence, so we feel worse when they suffer. And humans are not. Some people have a real lack of faith in humanity, and see the majority as parasitic. I don't think I need to explain why losing an animal would be more saddening than losing a human, in that case.
The other reason is maybe they're just used to people's suffering, have become numb to it, but not to the suffering of animals.
good reasoning :)
but for those who are so into animals, i do hope that they are vegetarians. otherwise, its pure lip-service.