Iorek claims that bears have no daemons and just flat out die (don't go to the afterlife) when they die. But Will and Dr. Mary Malone (from our Earth) have daemons they don't know about; and of course it's possible Iorek is wrong about the afterlife.
Since the concept of daemon seems integral to consciousness in HDM, how can bears be conscious without it? And since Mulefa and Gallivespians and presumably other non-humans go to the world of the dead when they die, and since the whole world of the dead is set up by the Authority as a sadistic prison for conscious beings, why wouldn't bears go too?
Do we have reason to believe (from the books or from Pullman's commentary elsewhere) that Iorek is just wrong about this? Or is there possibly some reason this could make sense within the HDM universe? Or maybe is this just one of many little holes in the HDM schema?
...and also, if bears do have deamons and go to the world of the dead, what about semi-sentient Foxes, Cliff-ghasts, etc?