Wait.. Sett... Has fur...?

So I watched Sett's interaction video, and there were 2 lines that stood out to me. At 7:58 he says the line "Too hairy for humans, too smooth for vastaya. What're ya gonna do?" and at 8:12 he says "Must be a fight brewin'. My fur just stood up." ...There are a few different questions that come to mind... Such as, "Sett has fur? Where?? Is he just talking about the fur on his ears, or does he have fur elsewhere? Does he have fur outside his head hair and ears, and it's just conveniently skin colored? Does he just call his head hair his fur?" I'm so confused... (I hope this is the right board for this D:)
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