Why should there be? Mammals don't need chloroplasts to convert energy into sunlight.
Neither do birds, yet there are green birds.
Neither do lizards, yet there are green lizards.
Neither do frogs, yet there are green frogs.
Neither do spiders, yet there are green spiders.
Neither do insects, yet there are green insects.
Neither do fishes, yet there are green fishes.
Neither do snails, yet there are green snails.
Neither do crabs, yet there are green crabs.
Neither do fungi, yet there are green fungi.
Neither do rocks, yet there are green rocks.
Neither do worms, yet there are green worms.
Green mammals? Nope...