I wouldn't know, but I'd assume it's the exoticism that makes it appealing. It's humanoid in shape but visually distinct from anything one knows to be human, and so some people are hot for it. It's sort of like Yellow Fever and other such ethnicity-based sudden attractions of the past. People found women (or men) who were so visually distinct from their own ethnicity group that they're seen as exotic and thus more interesting than what they're used to.
I imagine it's similar with furries. They can be so visually distinct from anything else, even other furries, that some people find it to be visually appealing based on this. It's an appeal of novelty, which coincidentally is why pornography is so popular; novelty.
Or maybe some people just have a secret bestiality fetish and they find anthropomorphic characters to be an acceptable median between humanoids and outright animals.
What makes them so sexy?