It's a compounding of several thing, first it's a super special snowflake. Hyper specific animal types are bad, hybrids are worse, and a completely made up species is...well Citra tier. And like Citra it inevitably has traits that the creature has a fetish for, so people who choose it as a fursona will often remind you of their cunt hoods and all the fantastic things it can do.
Second is its using something that really isn't yours or you, finding what you think should represent you, can be sure as simple as finding something that looks cool, or taking a long look at life to see what actually represents you well. Picking a sergal is like picking a Na'vi, it just adds to the specificity, and thus the perception of a special snowflake.
Now, this wouldn't be bad if people who picked sergals seemed like decent individuals, like anything, it's the guy behind the horribly bad artwork or commissioned good (decent) artwork that seals the deal. However, time and time again, rather than breaking all the perceptions of special chosen child syndrome, they just further confirm it, talking about their traits, their biology, being mind numbingly specific, ranting at the first sign that you're not as interested in them because their choices, etc etc.
On a more anecdotal level, every single sergal I've met, 5 specifically, were all "suicidal" and all very quick to tell me this information. It feels like attention seeking to me, a need to be different gone wrong.
It's like fuckin dragons.