No. But if im watching a scene of a girl getting fucked, i cant help but to imagine at least a little bit what it would be like to fuck said girl, even if im not really self inserting.
Plus, if youre watching something you jerk off to, you want what youre looking at to be sexually attractive, right. And furry is just not very attractive to me, whether its me fucking her or someone else.
Also, and this is just my theory, it could have something to do with uncanny valley too. Furry is sorta like a weird, mutant human. Really close to a human but not quite.
Whereas a centaur is a different enough thing (partly human and partly completely unlike a human) that it doesnt trigger uncanny valley response. Maybe.