In the snapshot summary on the mojang website
(https://mojang.com/2015/09/minecraft-snapshot-15w38a/)
It says "Made all pet (ocelot & wolves) deaths be announced to their owners, not just named ones."
I spawned in, and tamed some wolfs in creatve and let them die naturally, from mobs, or lava lakes ect. but their deaths didn't seem to appear?
I tried again in creative but still no messages seem to appear :/
Cannot confirm for 15w38a in creative, for me it works fine.
Where the wolves near you when they died?