What animal can we not live without?

Duck-Billed Platypuses. Trust me on this.

Those things scare me.

I know, but it’s the closest I could come to an answer.

I agree, and in fact this effect is why there is no candidate for the OP’s question. There is, AFAIK, no narrowly-definable group of animals that performs a function that is both unique and vital to human survival.