If it really bothers you a lot and since it is a small wild animal, then take a gallon size Zip lock bag with you. Turn the bag inside out and pick it up with the bag, zip it up and lay it in a peaceful spot like in the brush nearby for it's final resting ground. You will feel better and it will be out of your conscience.

If it is a dog or cat, it may be worthwhile to report it as a dead animal as it could been possibly somebody pet. On the othe other hand, if it's similar to a black cat, but look like a skunk and smell like a skunk.....get the heck out of there.