it was considered ironic to call yourself one. before hyena agenda and all the other clothing companies, there were a few selling shirts that said furfag or proud to be a furfag.It's usually the other way around, isn't it? A group "reclaims" an insult thrown at them and makes it theirs. See: black people and "nigga". Furries went in the opposite direction: a lot of them they started out as furfags, but now it's a horrifying insult and they can't call themselves that anymore.
of course this was back before people started “reclaiming slurs” though