I think perhaps it's because we identify with what we are most familiar with.
We've all seen dogs or cats, even had them as pets. Wolves and foxes hold a similar appeal maybe because we wish we could touch or hold them. I could be way off base here, though.
My fursona is a coyote, although my babyfur-sona is a border collie.
Both canines, both a little boring and common when it comes right down to it, but I don't see myself as a peacock or an echidna or a platypus or what have you.
That's just my two cents.