The idea is that you could finish the game without saving any duckling. In that case dogs will still attack you and you'll loose lives (if they only see you they go for you too, so u could still die but not your ducklings). Now that I think about it there's no reason for u to get a game over if u loose the only duckling that could be following you, since there could be more ahead, oops.
Anyway, thanks a lot for playing! :D