If God exists, why don't animals have the concept of God?
Because every living entity is limited by the modes of nature which cover it. In the species below humans the mode of ignorance is too strong to allow for metaphysical and theological concepts.
The modes of nature determine our birth according to our desires and activities. If a person has no use for the concept of God they will take birth in a species that has no understanding of God.
What we are able to conceive of is determined by the amount of covering of the jivatma - the spirit soul. In its liberated state when it’s free from the coverings of the modes of nature, the jivatma is naturally drawn to God. When coverings are added, like coloured sheets in front of a clear light, the light appears coloured and dimmed. The darker the coloured sheets, the less of the light’s inherent brilliance is visible.
So from aquatics and plants, through insects, reptiles and birds, up to mammals, all species of life are covered to varying degrees. In the human species the covering is light enough to grasp the concept of God. In some other mammals there may be affection, attachment, and reciprocation in relationships with humans, more than among insects and reptiles, because as the jivatma progresses through the different species the covering of the soul becomes lighter. But only as a human is the covering light enough to permit attachment, affection, and reciprocation with God.
This is repeatedly explained in Srimad Bhagavatam.
Lord Brahma said: My dear demigods, the human form of life is of such importance that we also desire to have such life, for in the human form one can attain perfect religious truth and knowledge. If one in this human form of life does not understand the Supreme Personality of Godhead and His abode, it is to be understood that he is very much affected by the influence of external nature. SB 3.15.24
Since the living entity is associated with material nature, he is in an awkward position, but if in the human form of life he is taught how to associate with the Supreme Personality of Godhead or His devotee, this position can be overcome. SB 6.1.55
The human form of life affords one a chance to return home, back to Godhead. Therefore every living entity, especially in the human form of life, must engage in devotional service to the lotus feet of Lord Vishnu. This devotional service is natural because Lord Vishnu, the Supreme Personality of Godhead, is the most beloved, the master of the soul, and the well-wisher of all other living beings. SB 7.6.2
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