Dj, lj, gj, hj are just pronounced like j. Except for dj where the d- is audible in Finland Swedish.
And as to why, it has to to with historical sound changes that left the D silent, but it was kept in writing.
Actually, "djur" is the plural form! It's an ett word, which means it will add an "n" if it ends in a vowel, and nothing if it ends in a consonant. Since 'r' is a consonant, the plural form is just "djur." You differentiate by whether it has an article in front of it. If it says "ett djur," it means "an animal." If it just says "djur," it means animals. "The animals" would be "djuren."
Good post. I'm nitpicking, but I think you meant to write "ett word" in the first line.