Basically, there were legal reasons why the Oddworld games couldn't be sold in Japan because Abe had four fingers which is sort of taboo there. So OWI made the decision to cut off all the little pinkies from the mudokons and the pawprint on the moon.
There isn't really a good in-game explanation, since some of the old stuff was also changed. As far as oddworld is concerned mudokons and the moon have always had three fingers.
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