Yes, a good portion of furs are mentally challenged, and some have other physical disabilities or dysphoria. From autism to anxiety, PTSD to ADHD, deaf to cripple-- furries find their comfort in the idea of representing themselves with colorful animals through drawing, roleplay, or going around in fursuit. 

For example Captain Boones (a grey lion) suffers from PTSD of his time in the military where his own mates assaulted him. To overcome this, he spends time making masks and fursuit heads to keep himself busy and keep his mind off the past. 

Another example would be Telephone (a brown dragon) who almost never spoke as a child. Through the furry fandom, she started to become more outgoing and talking to other people. 

So yes, the furry fandom is a sort of Holy Grail to some who come to it with nothing but anxiety and a pencil drawn animal character. To some it's just a hobby to indulge in during their free time. Everyone experiences being a fur differently. Even non-furs. 

To some it looks really weird that people wear animal heads and seem a bit too into the idea of acting like a lion or alligator. Others see it as some cartoon fans who wear some costumes they made. 

Then to the very few who look at it factually, they see it as a group of people who love the idea of anthro, a concept that has existed as long as homo-sapien-sapien has walked upright. They see that these furs are just normal people who like animals with human intelligence. 

They see that it's a hobby that helps people cope with the stresses of everyday life. They see that growing up doesn't mean you need to abandon creativity and characters just because society said so. And they see that if you can't enjoy the idea of 'what if animals could talk', 'what if I was a rabbit', then you've lost what it means to be human.