It is not possible to save Gunnar from that event. I still hold the hope he will return in future updates (or already returned, I'm so far from the current updates 馃憖)
Its not a bug. Its like... for people who dont want zoophilia content. It should go away after some time that you spend with animals. It also opens new interactions with Gunnar and with stray dogs in Bareshade (Yeah, also zoophilia content)