This feels like the same argument that not every person who goes to a furry convention goes for sex reasons. Like, yes, sure, it might not be the simple majority of people (though it might be...). But even if 40% of the furries go to a furry convention for sex reasons, then that's a pretty major reason for people to go to furry conventions even if not technically the majority. Similarly, 40% of furry games here having the gay tag is a huge proportion and feels very telling that furry porn is extremely likely to also be gay porn as compared to most types of porn out there that aren't themselves specifically already gay themes.
For reference, there are 1448 games here with the incest tag (and that's probably a little low, considering that not all incest games with patches use that tag), but only 64 of those incest games have the gay tag. That's 4.4%. If anything, I think the numbers of furry games vs. furry gay games provide strong evidence that there IS some connection between furry porn and gay porn.
As to why? No fucking clue. Well, not no fucking clue, but it's really speculation more than anything. First off, many furries get into furry stuff for sex reasons. I'm just going to assert that and not bother trying to prove it, but I think it's reasonable to go with me on this one at least that far. A lot of furry stuff seems specifically to be author-insert content, where they imagine some really specific furry (or really generic furry for that matter---lotta catgirl stuff out there) to be their avatar and go off to find some people to bang online for some variety of roleplay. But back in the day, not all that many furries were ladies, and most sex roleplay was still heterosexual, so a bunch of guy furries started playing lady furries, and that evolved into furry dudes with boobs (I refuse the 'chicks with dicks' phrasing because that's not a real thing. If you have a penis and balls, even if you have breasts as well, I consider you to be at least biologically male even if that's not the gender you identify as) in roleplay sex. And then that attracted more gay people or people who are into gay sex (I imagine the audience got more lady-friendly as a result of ladies, for reasons also unclear to me, really being into gay dudes banging), and it eventually tipped over into furry porn being pretty gay porn.
What I find extra odd about the furry community, though, is how little of it has incest. For reference, there are 472 furry games here and only 31 furry incest games, in spite of incest being hugely popular as a genre (out of the 9942 games on this site, 1448 are incest games, aka 14.5% versus 6.5% of furry games having incest). My guess is that this is mostly a loli problem (likely because furries became furries because of anthropomorphized cartoon animals on childrens' cartoons due to creators being afraid of overly sexualizing human characters---sigh), but it remains that the furry community seems to really fucking hate incest in a way that, you might think, a marginalized community of people who have been considered sexual deviants based on the fully-fictional sex that they enjoy might be able to sympathize with. If it ever seems like I don't sympathize as much with furries as I might otherwise with other groups of that sort, it's because I feel like the stigmaphobes in that community started hating on people like me first.