I've kind of got experience with that attitude, only in the sense that I used to be thirteen and I really, really wanted to be a wolf in my soul. Or a dragon, or an alien, or something that wasn't human and was special. It was probably a combination of being a teenager and being in a new place without many friends. Also, some YA novels about wolves with magic Christian powers or something. Otherkin bullshit is one of those there but for the grace of God go I topics, because I had the perfect attitude for it, but I guess I never found anyone to reinforce it, and I eventually made new friends and I started caring about regular teenager things like getting invited to parties.
There's probably some small portion of true believers in there, but I'm betting most of them are like I was as a teenager, and are into it because their life is free from problems, but they don't get to do anything interesting and they don't have a lot of friends, so they're looking for an explanation for why they're bored. Oh, it's cause I'm not a human, I'm an ancient ice dragon named Torpakal. That's why I need to chew ice! This episode felt like it was part performance and part hoping that if you do all the right things, maybe you really will feel like a badger/robot/2012 Toyota Camry. They don't really believe it, but they want to try to make themselves believe it so bad, because it'd be a cool thing to believe.