I don't get it either. I know someone with a Dragon Dildo and I'm like
You do you. 
Sure but dragon/alien dildos are whatever, because dragons don't exist.
Dog dildos though wouldn't remind you of fucking a(n actual) dog?

Don you got a point, but we aren't dealing with normal people here!
The folks behind those toys have said at conventions that they make their male toys for insertion in other people. Think about that for a moment. What normal person wants to stick that inside them and have an experience like that? NOT NORMAL PEOPLE!
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It's not just borderline personality furries using these, go 2 minutes on Pornhub and both dragon and dog dildos are very common.

But again, no judgment on my part, to each their own.