The player can attack and kill animals. The player can die from fall damage, drowning, lava and so on. I do not think Peaceful is about removing everything of that. I think Peaceful is about removing the Monster mobs (hostile mobs). The gameplay itself should not be limited or the ai of the Animals or other mobs changed.
I say this is a bug.
Why remove something as amazing as watching a fox jump high in the air to hunt a chicken.
This bug is also found in 1.14.3 (https://youtu.be/65HCLpkqLfs)
In my case I was above ground and heard a Zombie sound when I was near my parrot. I have a video recording of it somewhere. But you could make a test case for both above and underground if you are trying to reproduce the bug.
Yes this seems to be the same issue. Nice that it has been fixed. Sad to be paying for a Realm that nobody can accept invites to.
You can mark it as a duplicate and resolved.