Why was that game called where you can play as a wolf with an axe?

The game you're referring to is likely "WolfQuest," where players take on the role of a wolf navigating through various challenges, though it doesn't specifically involve an axe. If you meant "The Wolf Among Us," it's an adventure game based on the Fables comic series. However, if you meant a game where a wolf wields an axe, it might be a less well-known title or a specific indie game. Please provide more context for a precise answer!