@Lunostophiles Oh, gods. I have Opinions here.
I'm going to put a massive pin in this, but I have a SCREED coming on this subject, because "why are your characters furry" is really the question "why is your world a barely-concealed riff of some part of the orthocosm if furries entered it long enough ago to have shaped its evolution?"
@Fuego @Lunostophiles Like, if the setting is barely mentioned and only there as seasoning for your otherwise-entirely-about-the-interpersonal-interactions plot, explaining the existence of the characters is kind of pointless because that's not what the story is about.
But as the setting becomes more relevant to the story being told, the question of why the setting exists as it does and why the characters exist within it as they do become more important to the overall structure of the work.
@Fuego @Lunostophiles ... I sincerely hope that that's not actually accurate, but I have more evidence to support you than to dispute you.