Animal cells do not contain cell walls because cell walls prevent specialization, and individual animal cells do not need protection from the outside environment. The evolution of cells without walls also meant they could connect together, which led to animals becoming the most complex organisms on Earth.
Cells without walls specialize to produce nerve and muscle cells. Communication between cells occurs easily without the presence of a cell wall, keeping the organism regulated and allowing molecules to pass quickly between cells through diffusion. Animal cells do not need the protection of walls because specialized skin cells protect the rest of the cells. For support, cells attach to an extracellular protein matrix that is not found in any other multicellular organism.