I actually read this on a Yellowknife blog during freeze-up: wild animals never fall through thin ice, because "they know somehow".
Another of the many myths you'll learn about the North if you read blogs.
If you look at the picture above, you'll notice there is ice around the duck. You know why? Because she fell through. I was watching her. She was walking carefully on the thin ice, and poof, she fell through.
Of course she's a duck, and she was walking on the ice to get to the open water anyway, so she doesn't care that she fell through. But she did fall through. Moments later a seagull being chased by a raven tried to make a fast landing on the ice and fell through as well. Again, a seagull doesn't mind falling in the water, but yes, it fell through.
Wild animals fall through thin ice, just like the rest of us. They don't have a magical ice-thickness sensor. If they're ducks and shorebirds, they don't care. If they're foxes and deer, some times they drown. C'est la vie.