Complicated question. On the one hand, a lot of them look pretty cool, but on the other, it seems a bit contrary to the "spirit" of furry, in a way. Furry, as I understand it, is this broadly creative enterprise about personal expression, so the thing that strikes me as most odd about all of this is the tension that closed species have with that.
Closed species have rules dictated by others about what you can and can't do, which doesn't gel with that free personal expression. I know that, in a way, real species also have "rules" about how they work, but a lot of the essence of furry comes in how people
break those rules for species. So, if you want your fursona to be a real species, but with multiple tails or wrong-coloured fur or whatever, there's nothing stopping you from that, you can do whatever you want, and adding those details is adding personal flair. Having closed/restricted species have specific rules about what you can and can't do with them feels like it goes against that, and limits personal expression based on the rules set by others, and that is where it stops making sense to me personally.
There's also a fair bit of academic literature about the psychological functionality of the fursona, and a lot of things fursonas do for people and their personal identity and whatnot (exploration of identity, roleplay as an ideal self, social experimentation, etc.). Also seems like living by strict rules set by others undermines the possibilities. Not that I can talk, since my fursona is the most "creative" thing ever, but my fursona is perhaps not personally functional to me in the way it is to others, so maybe I'm being kinda hypocritical here? I'm sure these things are still possible within closed/restricted species, it's just counter-intuitive from my understanding. Or, maybe the literature focusses too much on overt functionality, because that's psychologically interesting, whereas there's quite a lot of people like me who don't "use" the fursona that way, meaning they can just go off the "hell, that thing looks cool" thing or whatever, meaning that the understanding of the fursona grossly overemphasises the functional aspects. Something to think about, maybe.
Of course none of this is to disparage anyone who has one of them as a fursona. As I said, a lot of them look pretty cool. Also, if this all works for you, cool. Not gonna tell you not to do it, just don't really "get" it myself. I'd be very interested to hear what someone who has one of these things thinks about these concerns of mine, and what their personal experience of having such a fursona is like, and how it works for them.
On a tangent, I suppose you could say that anthropomorphism itself is a breaking of the rules of the species as well, but that's a bit of a longer discussion and a bit off track, so let's not get into that. Just thought it was an interesting side note.
Also, since there was mention of the idea of personal characters and whatnot, there was a recent article done by the FurScience team on attitudes towards fursona copying, if anyone's interested:
https://sci-hub.tw/10.1080/15283488.2019.1676245
Haven't had a chance to read it myself as yet, but I'll get there soon.