I think that broadly much of the appeal of "non-human body parts" in fantasy is about displaying emotions.
Like, a lot of us who had traumatic childhoods had our emotional responses beaten out of us. Don't smile, don't raise your voice, don't cry, boys don't do that, don't bounce your knee, why are you doing that it makes you look weird, don't look away, stop doing that, don't make any noises, and stop moving your hands like that.
Gradually, you become a statue. Immaculate in your formlessness, the world unable to touch you. It's awful.
And, it's not like that goes away when you're out of the situation. Learning to emote again is work. Real work. And it's very hard to justify. On some level, hiding yourself so totally is a strength. It's not 'learning how to put on a mask', it's becoming one with the mask. It's useful, or at least you'll notice when it's useful. To emote again in the ways you lost means fighting through years of trauma.
But. You have to understand. Not emoting feels bad.
Have you ever felt really, really sad but been unable to cry? Denied of tears, you want to gouge your eyes out. The catharsis is gone. Your sadness feels less real for it. Inevitably, you seek other ways to reify your emotions.
It's like this for every emotion that was removed from you. All of them not just an absence but a void. A vacuum that demands more and more. Unstable equilibrium. You have to do something about it but the natural outlet is hidden behind the scariest thing in the world.
So, you fantasize. Wings, horns, tails, ears. You'd coil around her to express your desire. Your wings would flap out and show your pride or bend inward hiding you to show your embarrassment. Your horns would be sensitive the way none of your body could be. Your tail would wag or droop or lift. Here, we see a new language to express ourselves, one untainted by the past. Escapism.
And also it's gap moe when her ears react a ton while the rest of her is totally unresponsive, which is really cute.