Why shouldn't we put them into a class like mammals or whatever? Just because they aren't from earth, doesn't mean we have to make a new genus for them? Unless they have their own word, then we could use that.
Honestly though, we don't know if they are warm blooded. That's one of the main things that classifies something as a mammal.
Not to go all bio major on you, but the system isn't about similairities, it's about realition.
There are people I look like more than I do my own mother, but I'm still more closely related to her.
Andalites may look like deer or whatever but since there is no means for them to be related to the animals that evolved on Earth, they techinqually couldn't be called mammals even if they had all the physical characteristics of them.
And I think somewhere they talked about andalite sweat didn't they?
that's a warm blooded trait