i have to add in a thought here as well, well two really.

1 An animal does not have the feelings about the sex act that humans do. If the animal is not physically harmed it is not going to be mentally traumatized by the sexual play.

2. Male animals, dogs are probably the most common one in bestiality play, have an alpha view of life. Top dog gets the sex, the food and the rule of the house. If the dog is fucking you, you are now lower that the dog is for the pack mentality. I think it could cause significant issues if you are dealing with a very dominant animal.