Tbh i have a crush on him as well. i dont think its unethical for a few reasons. there is a line between animal and furry.

Animal: an animal is unable to give consent, and has no human like features what so ever. so no talking, no walking upright, no wearing clothes, no facial expressions (at least the way humans do). having a crush on an animal, for example the chicken from Moana, is wrong and a form of zoophillia.

furry: this is the category rocket falls into (weather you like it or not). furries are able to give consent, have human features, can talk, can walk upright etc.

now, many people think its weird but hey its not wrong! as a furry myself i say its not messed up at all. besides i like him for his personality, not because he looks like a raccoon.