This problem has nothing to do with animals. The game will ask you to confirm to attack *ANY* creature (including i.e. a goblin) that is unconscious and not already at "no quarter" combat status (or is considered to have yielded for any other reason), because an attack on a creature which has yielded will escalate combat to "no quarter". I just tried this with an elf adventurer, and it didn't ask me for any confirmation to attack a weasel after I strangled it until it passed out, as the strangling already escalated combat to "no quarter".
Two important points:
1) You should be asked to confirm combat at most 2 times for any given opponent. Once to attack something which is not hostile (which is most animals) and once to attack after your opponent has yielded. If you are being asked to confirm more often than this (it is unclear to me from the posts if this might be the issue), something is wrong with your game. I suggest generating a new world, and if this doesn't work downloading a fresh copy. You also might want to consider submitting your save to the bug tracker.
2) If pressing alt-y is annoying, you can easily map this to another key. Press esc, select "key bindings"->"Adventurer", then find "Adventure: Attack, Confirm". You can even add "enter" as the binding for attack-confirm if you want (just confirmed this works). I always have to do this, as the alt key doesn't work in DF on Linux, so I may "Attack, Confirm" to ctrl-y. Note that the dialog will still tell you to press "alt-y", but the key you have mapped it to will work.