1. Science :3
2. At some point we had fur and tails. That point was when we were still comparable to apes. The traits just got lost over time, but the genes are still there. I mean, the human genome still has all necessary genes to produce feathers, it's just not triggered.
3. Because we have developed standards in a society, which has been accomplished through complex neurological structures, also known as "brain". This brain has, broadly viewed, a lot of variance from person to person, which makes things like homosexuality possible. The brain is just as functional, but the sexuality aspect is changed. This ability to attain variance has an evolutionary advantage, as diversity can not only open up innovation, but peer to peer relationships are always useful for strengthening the bond of a group, be it hetero- or homosexual. The reason I bring this up is that neurological variance leads to things like different taste or preference just as much as early developmental influence like parenting does. Which means that furries are just a product of their environment and the randomness of biology.