There is one – and only one – group of mammals that doesn’t have alpha-gal: the catarrhine primates, which are the monkeys of Africa and Asia, the apes, and … us.
Hypothesis: an ancient pathogen had the same protein (?) on its surface which prevented infected animals from developing antibodies to protect against it, so individuals without that protein were the ones that survived
Organ implants from other species don’t often work in us because they have it and we produce antibodies against it
