They're extremely efficient at synthesizing phospholipids, EPA, DHA, carnitine, choline, creatine, taurine, coenzyme Q10, carnosine, just from grazing on cellulose all day.. well they're way better at it than all the vegans I know.
Animals absolutely do synthesize nutritious substances that you can't get out of plants. For instance humans, as long as we ingest the 9 essential amino acids, can create from scratch any protein our body needs. Our bodies are also capable of turning protein and fat into carbohydrates when needed (https://en.wikipedia.org/wiki/Gluconeogenesis).
Animals, us included, are not inefficient filters, or tanks that hold minerals and energy. We are chemistry sets designed for survival in a wide range of conditions.