Second-order questions aren’t just the prosaic things any intelligent creature would ask, such as “why am I here?” or “what do you want from me?”
but also the more esoteric, “what sort of creature are you?” And “what sort of creature am I?”
Animals (and, indeed, most humans) don’t ask (or don’t really understand) second-order questions very well because that requires abstraction, which is the sort of reasoning that takes enormous amounts of education and curiosity.