Nerds have always had unusual hobbies. They like board games, they like video games, they like comic books, and they like cartoons. For some reason, nerds find an appreciation for art and/or culture typically reserved for kids. Paleontologists still love dinosaurs and engineers still love robots. The correlation between this and furries is hard to miss, but of course correlation doesn't imply causality.
Or it could be that nerds are simply the people so detached from normie culture that they are able to indulge in unusual hobbies like board games and furry.