>>527481456
I think it may also just have to do with the fact that you can kind of imagine what they'd feel like much more vividly and give them unique shapes and designs and vivid/unique colouration and what have you. Plus they just lend themselves to being more "exotic" than just fur or skin or what have you. The mind runs wild when you start theorizing how soft and supple shadow creatures would feel and how you could dig your fingers into them or how you could touch a fire elemental without burning your hands and yet feel such radiant warmth emanating from them.
They're inherently magical and fascinating, really stimulating the imagination.