Hm... I don't think anybody's said something along those lines specifically (I beat them to the punch of exposing the unusual things about me, so they have no pleasure in pointing it out to anyone since I don't deny it.), but if someone I didn't know walked up to me and said "You're not a furry, are you?" I would probably say something like this. "Last I checked, I resembled a human so much that question's irrelevant. But if you mean I would LIKE to be a furry, then yes. I mean, it'd be better than this, don't you think?" After which I would delve deep into my many facts as to why being furry would be far better than being human, following which if they should not be scared off and indeed proclaim it is a sexual fetish, I shall respond that it is not necessarily so and I know several furries that abhor the sexual aspects. I just so happen not to. And finally, if someone shouts "Yiff in Hell!" at me... well, there are so many ways to respond to that.
"By the time I die, assuming there is a Hell to go to, I think that yiff shall be nothing special and I shall finally start pursuing that social life I never got around to having."
"I will, but don't expect me to wait for you to show up there first."
"Hell's all well and good, but I can't wait that long."
"Hm? Oh, you can be sure I will. I'll probably yiff my way to the top and be way higher in Hell's government than you will be. I'll control your torture! Might wanna be nicer to me, huh?"
"See you there. You ought to make reservations now, though, I bet I'll be pretty damn busy."
And other such witty comments.