Sometimes I ask myself that question.

Since we have to assume that there are aliens (because of the huge size of the universe). Would maybe some look like furries?

Some SciFi media do sometimes include them. For example the Caitians from Star Trek. Or the Ventrexians from Final Space. There seems to be a bias for cats :D.

It sounds nice to me to maybe have somewhere in the universe a planet that is inhabited by anthros. Even thought it is unlikely that we’ll ever meet aliens at all…