Look, I'm not suggesting anyone eat any kind of live animal, especially cats, but I think there's a question here of how exactly one would eat some of these animals... even my smallest cat is easily way too big to fit in my mouth and certainly too big to pass through my esophagus, and all of that disregards the very practical consideration of the animal fighting back. Thus, I read a great deal of dramatic flair and exaggeration in the article - it seems vey unlikely that he ate all of the things listed, at least not in the way they were described, but rather it seems likely that there arose some fables given the person's clear extreme appetite and habits.

Probably as odd as people having dogs as pets but eating pigs?

People getting upset about animals being eaten alive/dead/at all is highly dependent on cultural background. There is no logic to it.

Eating live sea food (oysters, gold fish, octopus, etc.) isn't that uncommon in most cultures.

At first glance, it is less surprising when he's eating live animals as a "warm-up act for a traveling charlatan" than when he does so as an experiment for medical professionals. With a little reflection this is probably more of a modern surprise -- medical ethics were a bit lax at the time I guess.