There are still humans who do this to this day, the most notable being the tarahumara tribes of South America. They will literally run down the local deer barefoot for their food.

Humans are insanely adapted to be endurance runners compared with the rest of the animal kingdom which, if you think about it, kind of makes sense. It takes a LOT less energy for a cheetah to sprint down an antelope in 3 minutes than to chase it for 3 hours, so they adapted to be great sprinters. Likewise, the antelope only has to outrun the cheetah for 3 minutes so they, too, became great sprinters. For small mammals it makes more sense to be able to run very fast and hide from predators than to run long distances in potentially dangerous territory.

Since there was no evolutionary incentive for animals to run marathons they never developed the biology to do so, and we see this not just in mammals, but in reptiles, too. Horses are an exception to this though as they, too, are well adapted to distance running although iirc their adaptations are more in the way of making it mechanically easy (long, strong legs, huge hearts, etc.) to run long distances rather than the cooling systems humans developed.

Humans just kind of lucked out or perhaps ended up filling an evolutionary niche due to our need to cover long ranges with scarce food sources in our early evolutionary development.