Fats are not really the enemy. They are actually an essential part of any healthy diet. It is all in how much and what kind of fat you are using. Animals require a small amount of fat to keep their skin and hair healthy, and just as with human foods, fats also make a lot of foods taste better. Fats may come from animal or vegetable sources and are either sprayed onto the finished kibbles, or mixed into the food as it is being processed.
Chemicals and preservatives are added to many recipes to improve the taste of the food and to keep it stable and less likely to spoil. Animals do not respond to the color of food, as humans do, so added food colors can be thought of as a method pet food manufacturers use to appeal to the human consumer. There are as many manufacturers that do not use color as there are that do, and it is just a matter of researching for the best product, with the best ingredients, at the best price.
Color is generally not harmful to an animal (there is some dissention on this topic in the pet-health community), but neither is it nutritionally advantageous. Common chemicals include gelling agents for setting wet (canned) foods, and stabilizers, such as anti-caking agents, to prevent clumping of the food.
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How easily a substance can be turned into an appropriate digestible form