I think it's been hinted that this is on an island somewhere, not within the United States. As for PETA... there are no animals. Everything is manufactured... EVERYTHING. As hinted at by the horse in the title sequence and moments like when Dr. Ford stops that snake. If you do that, they're going to respond naturally according to their personality. If you walk up to them during a heist, more likely than not all you're just going to get is a funny look from them and they tell you to frak off. It all depends you, on if you're playing it white hat or black hat. If you're playing it white hat, you'll find a story thread to follow that leads to a romantic liaison with one of the characters. Or if you're playing it black hat, you're probably going to be doing stuff like what happened to Dolores at her farm. But they're not just going to blindly follow your commands, they're going to act and respond the way their personality has been programmed.