The connection is there because furries are mostly gay, and by extension there are also lot of trans furries. Both furries and trans people skew younger, so it's becoming more and more of a trans thing along with being a gay thing. There's also a huge overlap with autism with both being trans and a furry.

Why lgbt people are attracted to being a furry, I don't know. Maybe Disney made the male animals too sexy and a bunch of gay people latched on to that hard in childhood. Maybe its because lgbt are more online then normal and got exposed to this stuff when they were 13 and they developed a strong interest in this stuff. My feel on it as someone who's been around a ton of furries its a gay thing because its always been a gay thing.

As a trans woman it's been pretty impossible to not interact with the furry community when I'm around other gay or trans people. It's extremely common especially the younger or more online you go.