Humans are also covered in fur. It's very sparse and thin, but it's there. And even then, 90% of our time, we're covered in clothes, which is an artificial form of fur. Point is, furry is only a matter of degrees. We don;t like catgirls and the like because of how furry they are, but how human they are. Catgirls are very open with their emotions, and we like that in our romantic partners. doggirls are very loyal, and some appreciate that in a partner. Mermaids are all about the promise of sex, although, don't question me bout the logistics of that. But, the same way fables anthropomorphize animals by assigning them certain human characteristics, furry does the exact same, except making the animals visually human as well.