Because IT people run Lemmy, and IT people are surprisingly often furries.
Also there is no "algorithm" in the way people usually mean it. For better or worse, there is just a few basic ways of sorting your feed.
Finally, in my entire 3 years on here, I've never seen any NSFW furry stuff. Now, I rarely ever use the global feed, and my instance isn't a general purpose mega-instance, so that probably plays a large part in it.

That's an unnecessarily rude response. Even in the baking community, it should be fine to ask what goes into their decision to bake bread, or why they choose to bake bread instead of spending their time baking other things instead. Even if he already made up his mind, it's fine to be curious about the motivations others.
He didn't tell you what you can or can't do, or what you should or shouldn't do. He didn't jellyfin is bad or that self hosting in general is bad. He wasn't rude.
You say it's an important life lesson to get that it's ok for other people to have different tastes and priorities, but it's also healthy to ask people about those tastes and priorities.