Seems to go both ways. Winona is a dog, and so are the Diamond Dogs. Which ones are intelligent (sentient probably isn't the right word), and which ones aren't? I don't think their ability to "hear" ponies talking is a showing of intellect. Seems to just be a rule in the universe, and apparently some ponies are better at it than others. Not just Fluttershy, because she can apparently even understand them. There seems to be levels. I think dragons might even be classified as "intelligent animals" moreso than in usual fantasy settings where they're a magical creature.
Also, Moo Jersey is good (expecting that one soon in the show now), but their accent was Minnesotan wasn't it?