Here are my speculations:
It seems that the susceptibility to falling unconscious is high in humans,
but not in lower animals, with a small neocortex. Because a shock causes
a widespread disruption of coherent activity in a large part of the
neocortex (including the motor cortex), the human falls unconscious.
In many lower animals, the neocortex plays a lesser role in motor control
and defensive reactions. So, they could be less susceptible.
Why did this susceptibility remain through evolution? Perhaps because the
number of lives lost due to just "falling unconscious" is very small.
Maybe the survival value of never falling unconscious is not
that great compared to having a large neocortex.