Depends on what you mean by 'comparable'! I think the two fandoms are quite similar, just that bronies focus on being a fan of one series whereas furries are more fans of the idea of anthropomorphized characters, or animal-ish characters.
And there's a lot of differences between fans, too. Just in like any fandom. I'm pretty sure for some it might be a kink like the stereotype says, but other MLP fans use it as a vehicle for self-expression or self-discovery through the prosocial messages and themes. Ultimately it's a complicated topic that one could write a lot about!
Nothing is objective, least of all morality. And not everyone "knows inside when they do something wrong". Some people are legit wired differently and don't care, or actually get positive feedback from those screams you sarcastically brought up.