There are numerous zoonoses that can be transferred between animals and humans. In regards to sexual encounters, most of these are bacterial infections, though cross-species viruses and parasites are also possible, and even fungal infections in some cases. As well, if there has been previous sexual contact between the animal and a human with an sti/std, the potential for the disease to still be infectious to another human can last for hours or even days. While the animal itself may not be able to be infected by the disease, it can still live inside the human fluid inside their body for time, as long as it's within a relatively human temperature range. For certainty, use a condom. Also, use latex, as sheepskin condoms do nothing for stds. Also use water based lube. Note that this will expose the animal to latex, which it may be allergic to. And, if we're being honest, you're probably going to just bareback it anyway. You'll probably be fine, but it's not guaranteed.