It's a hard lot for the likes of us, especially if we care about the desires and feelings of the animals and don't just consider them toys for our own pleasure. Ethics are never easy with any subject matter, and even less so for us who would lose our faces and possibly even face criminal punishment in case of discovery.
However, the way I try to rationalize it to myself is that despite how I feel about my sexuality, it's nonetheless part of me and will likely stay with me forever. Thus I at least try not to hate myself for being what I am, because it was never my choice. What we do with our sexuality in real life is another matter of course, but at least fantasizing about the matter in a way that doesn't hurt anyone, yet allows me a venue to express myself sexually, is not evil.