I think there is 2 different groups here. There is the people who are into japanese neko stuff which are pretty much your standard weebs. Then there is the true furry who takes it to the next level, incorporating it into their lifestyle and kind of creating an alter ego. Furry conventions, full body costumes, anthro animals rather than cat eared humans, etc. So this second group probably makes up the bulk of the "furry community." This is a community comprised of outcasts. Even weebs view them as sort of deviants and weirdos. Naturally, this forms a more accepting and supportive culture within the group. People who feel like they don't belong, perhaps those struggling with their sexual identity, might find acceptance in this group. Regardless of how it started, the fact that gay/bi makes up a large percentage of the group will lead to a positive feedback loop to recruit more gay/bi/curious individuals.
As for the 40% of furry games being gay on this site, I think this is woefully underrepresenting the actual numbers. As stated, the japanese neko and cat eared stuff are not really the furry we are thinking of. Those neko stuff will mostly all be straight, but I don't really think it's correct to lump those with the true furry games. If you look at only game with real anthropomorphic animals, I wouldn't be surprised to find 90% of those being gay.