I am unable to change the wildlife setting in game or before a game. This happens with multi-player and solo.
Even though there “seems” to be no option to change the settings in the menu when you are loading your save, the animal settings can be changed if you press the X button and it will cycle through the options.
I thought it was locked to the one setting when i started my new game for a while, but i just decided to try the X button as it was showing the X button when i first started the save and it cycled through the options.
TL;DR: press X when loading your game save, it does allow you to change the animal settings.
Sorry to hear you’re experiencing issues with the settings. Hopefully the info IceBlueDragon58 provided above is helpful (Thank you @IceBlueDragon58!). If not, please let me know and we can investigate further.