Dogs (and cats, for that matter) definitely experience a wide variety of feelings, including anger, shame, guilt, jealousy, pride[*]. That’s not anthropomorphizing, humans aren’t that special after all. I have no reason to assume wolves are different.
[*]There are scientific studies about this, it’s not just anecdotal observations, although I’m personally convinced that research has a lot of catch-up to do in this field.
Of course, this doesn’t mean you aren’t free to put whatever rule you like in your game.