I think¹ it is more likely just a function of how we judge danger. Something local could be relevant to us now (if it were ongoing, or was likely to occur again, or affects/affected someone we care about), something far away might be relevant to us later. Nearby or approaching animal sounds? Definitely pay attention. More distant animal sounds? Maybe keep an ear on that. A tale of animal sounds in the next valley? Only take much note if it is part of an otherwise interesting/entertaining story.

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[1] caveat: I am in no way a biologist, sociologist, nor psychiatrist - this pondering may be complete bunkum