They do have a sense of self. It's just that it hurts the ego of most humans to even suggest that they do. Many scientists are also victim to this, especiall the older ones.
There was once an old experiment with a chimp, where they raised the chimp with a human child and taught it some sign language. They eventually stopped the research early with the conclusion that chimps are dumb and have no consciousness, because the chimp said in sign language someting like "I orange want". The researcher declared that the monkey doesn't comprehend because it didn't get the grammar right. Well, perhaps, the researcher was just a shitty sign language teacher to that couple year old chimp.
Would we trust the research of Nazi scientists who 'proved' that Jews are inferior humans? Would we trust a 19th century ethnologist who tells Africans are dumb primitives, who only have value in being slaves. Well, some racists still do. Speciecism is far less acknowledged. While racism has become more or less taboo in our societies, speciecism is still thriving. Most humans like to look down on animals in their hubris.
Many people think Apes and monkes in general are dumb because they can't talk human languages, totally ignoring that they do not even have the vocal cords to create the sounds needed for our languages.
Or how they separate babies from their mothers and then wonder that that animal shows no signs of a language after growing up. As if humans are born talking English. They totally love to ignore that languages arise in social settings as a means to communicate. The society agrees upon the meaning of a sound, a movement, a bodily expression or whatever they use to commnicate. Languages take time to form. Which brings me to the point that some humans seem to think a language needs to be vocal. It doesn't.
We expect way more from a 1 year old dog than from a 1 year old human.
The people who reject the idea of animals having a consciousness should ask themselves how they know that animals don't have one. How do they know that other humans have one, just because others tell them that they do? Because they look and talk like them. Is that what consciousness means to a human? To be exactly the same as a human. They should read more modern behavioural science studies. The intelligence of animals, their capability to learn and to have emotions, people willfully love to downplay those. More modern research, that isn't out to prove the superiority of humans, shines a much brighter light on other animals. Even insects are capable of more than humans would like to admit.
A big problem is that looking down on animals is very much ingrained into our cultures, so much that is has become part of our languages. Animal names, or simply calling another human an animal are insults in most languages. People are raised to believe that animals are such inferior being to humans. This also makes it easier for us to exploit them and to kil them.
If born before the 19th century, most of us would belive that black people are much inferior to us. We'd look at them like some freak animal. But you can't do that anymore without being called a racist