This is a matter of DM technique and the flow of play
Currently I'm running Conjure Animals fairly restrictively.
That's a DM choice, and you don't have to tie your own hands. But I don't think that your question fits how the spell works.
I will suggest that the question is "Is the spell smart enough?" not "Are the fey spirits smart enough?" to respond to the summons. The fey are responding to a spell; the spellcaster has the agency, not the fey spirits. The fey spirits are being influenced by the power of the spell.
As a point of comparison, this Conjure Animals spell is a 3rd-level spell.
- The 2nd-level spell Magic Mouth can follow rather detailed
instructions to decide whether or not to activate. Logic patterns
such as "only make the scream 'someone's coming!' if someone who
isn't me gets within 10 feet of you";
The 3rd-level spell Glyph of Warding, like Magic Mouth, can follow complicated instructions to decide to trigger or not.
With that in mind regarding spell level, I'll offer that a 3rd-level spell is "smart enough" to bring location-suitable beasts for the fey spirits to inhabit.
I roll which animals take form from a table that was designed to fit the overall campaign.
That is consistent with the Sage Advice Compendium commentary from the lead rules designer, in that the DM picks the creatures - this has a long history, going back to AD&D 1e, in terms of picking creatures that are likely to be in the area. (You don't get a polar bear in a jungle, for example.)
The design intent for options like these is that the spellcaster chooses one of them, and then the DM decides what creatures appear that fit the chosen option. For example, if you pick the second option, the DM chooses the two elementals that have a challenge rating of 1 or lower.
[...] The DM will often choose creatures that are appropriate for the campaign and that will be fun to introduce in a scene.
I'll suggest that you are making this too hard on yourself as DM.
Case 1: Rules as Funny
I've gotten War Horses on top of sloped and slippery houses, Vultures in dark, dank basements, and a Rhinoceros in a narrow hallway. While this was often humorous,
If your players find this kind of random hilarity fun, there's no reason to stop. Have you asked them? Does this kind of outcome upset them, or do they roll with it? If they don't care for it ...
Case 2: Seeking verisimilitude
I'm wondering if I should re-roll animals that clearly do not fit the
I'd recommend that you either do that, or pick a different beast from your table that fits the location, since you asked "should".
I recommend this based on playing D&D since before AD&D 1e came out, and having gotten used to the DM bringing into play animals, fey, or monsters that fit the locale where a summoning takes place. Up in the mountains, summoning a bunch of eagles makes sense. In a deep forest, summoning a bunch of panthers or snakes makes sense. On the plains, summoning some wolves makes sense. In a jungle, summoning a tiger or two makes sense ...
Note that, per the DMG, you need not roll at all, nor re-roll if you don't like the result. You can consult your table and either (1) roll if you'd like to or (2) pick a beast that fits the situation.
If you don't like the rolled result either re roll or pick a result that makes more sense to the locale - if you want to change your current approach.
As Markus points out: you don't serve the dice, the dice serve you.
Are the summoned fey spirits 'smart' enough to take a form that fits
the summoning locale?
Maybe, but probably not. The rules don't specify. The general rule of animal intelligence for summoned beast is that it takes the Int from the beast's stat block. Find Steed is my point of reference, as it is the exception to that general rule:
Additionally, if your steed has an Intelligence of 5 or less, its
Intelligence becomes 6, and it gains the ability to understand one
language of your choice that you speak.
As I said above, I think you may be looking at this from the wrong angle.
That means that I am challenging the frame of the question a little bit.
I believe that the question is "Is the spell smart enough to do this?" and that the answer is yes. Why? It's magic of an appropriate level.
The fey are being called by the spell to inhabit the forms of some beast - they do that and the beasts cooperate with the spellcaster as long as the spell lasts.