War animals also follow whoever trained them. Enable animal training on your commander.
This is very useful. If you assign a war animal to a dwarf, and the animal dies, the dwarf gets a bad thought from having a pet die. And you can definitely count on war animals dying. But if you don't assign it to a dwarf, it will just follow the dwarf who trained it and when it dies, the trainer doesn't care.
So I've enabled animal training on all of my soldiers (and disabled it on everyone else), and then I put a "train war dog" job in the kennel. An off-duty soldier comes and trains a dog, then I go to Dwarf Therapist and sort by training and find the guy that now has 30xp in it, and turn it off for him. Then I put another train war dog job in the kennel and let the next soldier come train the next dog. It's a little bit of micro-management, but i just come back to the kennel from time to time and check to see if the job has been done. And now almost all of my soldiers have faithful war dogs trailing them around (except for the guy with a War Giant Jaguar).
And nobody got sad when a half dozen of the dogs got killed by a FB. But the FB spent a lot of time detaching dogs and hitting dogs when it could have been hitting dwarves with its deadly sting.