i guess (and this is even wilder conjecture than usual) because the furry fandom doesn’t have a big enough fanbase of any one canonical thing in particular for it to really take hold. there are a lot of sonic fans, sure, but not enough for Sonic Furries to be a significant subsubculture with its own economy and big group of dedicated artists and self-perpetuating popularity
even bronies, by and large, don’t seem to really interact with the furry fandom itself, instead remaining a separate group that happens to have some overlap in population
contrast with anime, where there are fucking zillions of people who like even the most obscure things
so i think it’s that the self-identified furry fandom is a relatively small thing, and the interests are diverse enough that the only thing everyone really has in common is that they all like themselves