I find non-human animals are a lot more in tune with each other than humans are with other species. There's an infinite number of interspecies relationships in nature. While at first glance it may seem like each species is doing its own thing, they're actually paying attention to those around them. Many prey species form relationships with one another (some species of deer and monkeys, for example), choosing to forage together in order to improve their chances of avoiding predators, learning each other's alarm call and warning one another.
Warthogs and mongoose, for example, have a very unique relationship. The warthogs actively seek out mongoose in order to have their dead skin, ticks, etc., removed.
Look at Noah and my budgies, for example. He knows he's a parrotlet, but after learning their language and customs he quickly became a member of the flock. Rumi's his girlfriend (he's not her boyfriend, though), Ju's his birdie BFF (BBFF?), and they eat together, sleep together, bathe together, run like heck when he's in one of his moods...
Parrots are drawn to other birds, whether or not they're the same species. Parrots seem to do better, as psychocircus91 said, when they have the whole "flock mentality" going on. Even if they aren't particularly fond of another individual, they're still affected by their loss or absence, and will miss them.
