Yeah, my mom actually thinks that about anime, and my dad thinks that the furry fandom is weird/overly sexual. While I agree that furry is not an identity and that it is absolutely not comming out, there are still reasons why people choose to hide their interest. I'm open with my peers and my sister about being a furry, but I don't tell my parents because I know they hold a pretty unfavorable view of the stuff here.That's just as dumb as saying "Weebs are pervs because plenty of anime is weirdly sexualized and fancervicy". If pornography artists make money off of their works, then it's because there are plenty of people who are enjoying that content (content that, mind you, isn't harming anybody in the process of being created). So no, there is no inherent problem with "Yiff".
Hentai is a sub-genre of Anime, and Yiff is a sub-genre of Furry art. So that's that.
Edit: Also, "Furry" isn't an identity. You just like fluffy cartoon characters and their animalistic features, like tails and cat ears, or fur on their bodies, snouts, etc. etc. etc.