The idea of of having sex in a fursuit comes from the attraction to simply being something different. Its a common example of whats known as the transformation fetish, or having sexual attraction to being someone or something different.
Its really all kinda simple stuff. The transformation fetish alone really isn't so extreme in my opinion. Technically, wearing any sort of costume (cop or fireman uniform, nurse outfit, etc.) is just another type of the transformation fetish.
But just to specify, for someone to be a furry does NOT mean that they have sex in fursuit or are even attracted to the idea. That would be sort of like saying someone has a foot fetish because they wear shoes. haha
The percentage of furries that find fursuit sex interesting is actually really small when compared to the number of furs that exist in general. So in short, it does exist, but nowhere near as much as pop-culture stereotypes of furs makes it.
I hope this helps answer your question a little more! :) Send me a message if you have any more questions!
i've been a furry for a few years, own a couple fursuits (just for fun, never for sex), go to conventions, and like to party!!! w00t!