Captain America grew up in the 1940s and therefore didn't know what a furry was until he was already an adult. When he did, though, he could tell that there's another timeline somewhere nearby where he's a lion.
(I also think that Elrond isn’t a furry, but that he knows a lot about them because Arwen is and he’s doing his best to keep up with his daughter’s life)
Batman
i was born in it
Alphinaud