I think you are mischaracterizing both fandoms and furries (which I categorize to be distinct, because they're not "fans" of any particular popular media property, but I already digress). Much like people can form major hobbies in music, fantasy (books), theatre, sports et cetera, being a furry means being appreciative of art of anthropomorphic animals and connecting with other people over that. Now there are many in the furry community who are hurt, traumatized, "not normal", seeking escape as you are saying, and the community is exceptional for giving them space (that's a good thing, this community is then replacing traditional spaces providing community that may be failing them, like churches). But being a furry in itself is nothing indicative of not being able to, at the same time, live a "normal" life that you imagine.

Again, it often depends on the “shade” or “persona”. The metaphor I choose to use is that these people were given a blank canvas and told to paint how they see themselves, and decided to go in an unorthodox direction. “Furries” might be the present day term, but there’s quite a lot of evidence that humanity has related itself to animals in some form or another for millennia.

I’d suggest trying to be more open minded to these subcultures and identify why their participants derive enjoyment from it, rather than judging based on knee-jerk popular perceptions. Fandoms are full of brilliant people doing excellent work and using their positions in those communities to improve the lives of everyone they can - just as there are narcissists, sociopaths, and psychopaths manipulating those fandoms to advance personal agendas. Escapism is just as likely a motivation as a sense of community to join a subculture, and one or the other doesn’t automatically make one bad.

And for evidence of that, look no further than comic books, superheroes, and the “geeky” media of yore suddenly becoming big blockbusters and mass media of today. Forty years ago, being a Trekkie or D&D fan was the source of derision, ridicule, and alienation, their players and members oft described as indulging in “escapism” and “abandoning obligations to society” by their opponents. Nowadays, they’re viewed in retrospect as champions of alternative perspectives, grassroots community building, and a revitalization of art.

Skepticism is healthy, don’t get me wrong, but we should still strive to be objective in our judgements where possible.