I felt guilty when I was younger. I used to let one of my cats lick me to orgasm. I didn't feel guilty because I was having a sexual encounter with an animal, I definitely knew I wasn't hurting her and she really liked the taste of my cum. I mainly felt guilty because I thought I was committing an act that was viewed as an abomination to God.
But when I eventually lost my religion at around late 16 years old and at around mid-late 17 years old I found out that not all penetrative sex with animals is harmful. That it can also be mutually pleasurable. That personally lead me to not feel so much guilt.
I've slept with 4 canine girls so far and they've all been positive experiences. My current Newfoundland girl is literally ADDICTED to sex and has as much fun as I'm having during and after the act itself. She even likes me to continue humping her after I've ejaculated deep within her pussy. She usually has 2-3 orgasms herself. Afterwards, we cuddle/snuggle/kiss each other for 20-40 minutes. She looks to be in an absolute happy trance like state. So knowing that I've truly made love to her, that she's really enjoyed the experience leads me to feel no guilt at all.
Religion aside, I can definitely see the negative stigma against it, as well as the taboo nature of bestiality drive some people to feel guilty. For me however, I do not feel such guilt.