When choosing a fursona, I'd assume most furs want something they can identify with. Others go a step further and choose something they have personal experience with.
Unlike the aye-aye, cats, dogs, and horses are pretty commonplace in people's everyday lives. When you venture into entertainment, all the creatures you listed (foxes, wovles, lions, horses, and dragons) are all over the place. Their presence in our consciousness makes them easy, common choices for fursonas.