I think there can be plenty of reasons one will identify as a therian (psychologically,) and that we don't need to find one single cause, because everyone's experience is different.
That said, I think that a common reason (and what I attribute my therianthropy to,) is something that starts as a connection to a certain species for whatever reason. This could be due to how you grew up with this species, how you see it portrayed in media, or it is something that you just happened to like a lot, and became connected to it in that way (or a mix of these.) Then, because of how much you connected to it, your brain adopts the traits of it.
I think this is a reason for there being so many feline and canine therians, because those are the most popular kinds of animals in our society (generally.)
This is definitely how my therianthropy occurred. I was in love with dogs as a kid, to the point that I might as well have been one, (well, I guess I kinda was!) and my brain adopted those instincts and traits. Then, later I was exposed to wolves in the media/on the internet, and that further influenced me, building off of my dog self, to be a Wolfdog.
I don't mean this to say that we are just pretending to be another species, our theriotypes are very real parts of us, because I think that is just how our brains have come to naturally think.
Do you think this is possibly a cause for your therianthropy? If not, I'd love to hear what other people think caused their therianthropy, and also any other feedback on this theory!
(Again, I don't think this is the sole cause for therianthropes, just possibly a common one!)