Why are we therians? I agree with Pushy Zver, no clue. It's not like anything can actually be confirmed.
For me that's actually a big reason I constantly find myself worried that I'm just wasting my time and should stop "making myself crazy". In reality I don't make myself crazy though, and once I just get it out of my head...It proofs itself to me again.
Random mental-shift while interacting with dogs or ferrets, still feeling like favorite animal is a mayor understatement when it comes to ferrets...
It's just there, I don't know why dogs and ferrets, I don't know why therian at all. There's a ton of different theories to it. I don't even think there would be a scientific "one size fits all" answer really. That could differ immensely as well.