Zebras, deer, moose, and giraffe, bulls of many types, all exist.
I'd say if you hear hoofbeats, contemplate what hooved animal would be appropriate to the situation and try to eliminate the easy ones. Lord knows, you might find a Zebra escaped from the zoo, or a bull from someone's field from time to time.
In short, life is messy, and taking any aphorism to the death will lead to just that.