We have fetishes for things we subconsciously connect with things in our childhoods. The fetishes either stem from being stiffed in our childhoods, or something good happening in our childhoods.
Maybe when you were a kid, you were never really around asian people that much. You were stiffed during your childhood, so now asian women seem exotic, and forbidden to you, subconsciously, which is why you like them so much.
Maybe someone else wasn't allowed to watch cartoons when they were a kid, so they become a furry, or they like hentai, or maybe on the other hand, they really loved cartoons when they were children, which is why they became furries, or why they like hentai.
There doesn't even have to be a direct link, you just have to associate the two things together in your mind somehow. Sadly, this pretty much means that any fetish can somehow be traced to something in your childhood, without a direct link, meaning that this explaination can actually just be full of crap.