* Sound needs a medium to travel: Echoes happen because sound waves bounce off surfaces. So, if an animal is in a completely sound-absorbing environment (like a perfectly padded room), there would be no echo, regardless of what it sounds like.
* No animal makes a sound without echo potential: Every animal that makes a sound produces sound waves that could potentially create an echo in the right environment.
The real answer is that all animals have the potential to produce sounds that could create echoes.