” Has anyone ever heard this before? Is it ALL animals, or just some?”
I have never heard that. I’ve had cats much of my life and never had an unforseen tragedy — except for the mice that they catch and eat. (If you want mice in your home, do not get a cat.)
” Does it make a difference if you keep them outside vs. inside?”
Cats should be kept inside as possible. It is much safer and healthier for them.