Well if furries were real wouldn't it be the same? They would have uh, parts.. Like us, so yea they could have clothes. Or could use their fur, scales, feathers, ect, I guess the right word would be naked. But it wouldn't be wrong in any way, hell animals don't wear clothes.
It just depends but either is fine, I just don't like the fact of furries having the bodies of barbie dolls just doesn't feel right or make sense. However for artwork and such it's understandable...