If it does cause a problem for them I'd suspect it's discomfort at the site of attachment before it's EMF. What the animal doesn't know probably won't hurt it. Unless it's an injectable, gastric or dermally absorbed poison of course. But this may be another kind of interdependence. The EMF may make the animal more attuned to the "subjective" sensation of discomfort. At a cellular level then all the way up.

Before a roadside materialist may interject with controlled and remote exposure studies in animals, consider they're probably confined in an unusually ugly and tight vessel for such experiments. And association studies in humans known to have resided near concentrated sources don't control for a million other factors. Including a far more complex degree of the interdependence described. As we're cursed with higher order cognition for whatever reason.

Source, trust me bro. I read things.