I'm not really sure, but my guess it that it's an extension of our natural drives to seek out more, for lack of a better term, "exotic" partners to avoid inbreeding depression - and what could be more "exotic" than a non-human?
And yes, I feel like that extends to more "acceptable" non-human archetypes like elven matrons and goblin shortstacks and the like - never-mind the kind of unspoken-yet-blatant fur-fetishism that you can find in dime-store smut novels these days, wrapped up neatly in "safe" mythological labels like werewolves and minotaurs and such.
+Edit - somehow misspelled "store" as "stoor." Odd.