How come humans aren't furry/fuzzy like other mammals?

Evolution. We learned to make clothing, which eliminated our need for thick fur. And, we could sleep anywhere if we chose. We just choose not to.

Some people are furry/fuzzy.. Men with hair on their backs:)

Some people do have a condition called "hirsutism" in which they are covered with very thick hair. It's all over their face on their arms, hands, chest, back, legs and feet.They used to be shown in carnival side shows like "jojo the dog faced boy".
It is difficult for them to get along in society because they don't look like the rest of us. And we humans are funny creatures and like to make fun of those who aren't like us...