Because each of the animals has a special ability. Each of the animals also has different ratings to environmental hazards. Some animals can't swim. Others die if they fall from heights. Some animals have poor traction while others don't slide on slippery surfaces.
Some animals are slow and heavy while others are light and can fly.
Each of these traits will come into play at some point in a level. As you can obviously tell, the game is broken up into levels. Each level has an objective or a number of objectives that must be accomplished before the exit warp portal opens up. There are also power cells located throughout the world. These power cells will be used to repair EVO's body, so you will want to collect all of them in every level.