lol...no fetish here, but I do like to draw them, and I would SO be a wolf-dude if it were possible! (claws, fangs, built-in fur coat....booyah!)

If there's a connection, I'd wager it has to do with the idea of 'transformation.' Furries are essentially creatures caught between two states...a human and an animal. And we, on here, are likewise...caught between two genders in one manner or another.
*shrug* There's my two cents, anyway.