It depends on the individual monster, if one considers monsters just fantastical creatures (animals and humans) and if one decides that bestiality and zoophilia are about the same for the sake of the argument. Personally I'd say that monster girls are not bestiality because most monster girl lovers simply draw the line there, bestiality with female animals is much less popular than with male animals.
It's one of those fetishes that resulted out of 'necessity' i.e lack of 'good' female humans in pastural regions. Hence why Wales and the Middle East is infamous for that. One has unappealing 'dutch wives' and the other has that too and a religion where masturbation and bestiality are strictly forbidden (the latter is penalized with death but where there is no witness...). If one can't calm their libido, they can and will find another outlet. The same applies but more commonly to women all over the world because they can't find a good man. Some become lesbian, others have a German Shepard.
In terms of media, the disparity between preferences between sexes is evident made by the vastly different styles. Males happen to prefer visuals while females are more about 'feelings' which may seem more intricate due to the various factors which contribute to such but ultimately, when taken to a 'high level', a visual can't be without text and text requires visual aid ('a picture says more than 1000 words').
It's not much of a slippery slope but it is a slope for sure. Usually, as long as it is bipedal, it goes up to furry but centaurs have 6 limbs (like insects) which is simply relevant for the 'how' since they are still mammals. They are similar to spider girls in that their lower part is anything but human but their upper part is, many monster girls have additional limbs and parts but are humanoid 'where it matters', usually with a human torso and head at least.
Whereas many rarely consider to copulate with the spinet, oviduct or anus, those 'monster' girls (based on the monstrous size) happen to be imagined like Mermaids or Lamia with their entirely human genitals just where humanoid and animal body connect. This makes centaurs again rather unique in that their genitals are that of a 'beast'. There may be no other 'common' monster or animal girl where one can apply zoophilia to.
Needless to say, the distinction between 'fetish' (actual sexual preference) and acceptance (simple tolerance or exploration) is important but rarely noted. But this is why centaur girls are really rare as 'R-18 subject' and then more commonly taken from R-15. These doujins are then more focused on vanilla stuff, loving them for their personality and human upper half.
What is or was the apparently R-18 My Little Pony community (I don't have any numbers and don't want any) is similar and not really based on zoophilia or bestiality but complex feelings, primarily love for the characters and loneliness/solitude of the fans.
