There needs to be an "other" option.
I'm a human. I know I'm a human, and i can't and won't change that. However, I kinda believe in the Native American belief that you have some sort of "spirit animal". Also, i have many qualities that i share with wolves. By no means do i think i AM one, though.
Animism and totem-worship.
I know what I am (human), I know what I wish I was (anthro), I know the chances of actually becoming an anthro (nonexistent), so I settle for what I can get (various forms of artwork - drawn pictures, written stories, CG, etc. etc.)
Show me a pic of the most beautiful woman on earth, I'll give her a 10. Mold her features into an anthro form, and it goes to 11. I'm largely about the aesthetics, the form of the human body and "improving" (well, in my opinion) it.