Well, personally, the H&F itself is AWFUL.
It's the same since 2008.
Vray has the vrayfur that works sweet. Fast, easy, great result. Corona should have his own fur as well.
Honestly, on works with hairy rug or any fur at all, I just choose to use Vray instead.
Besides that, the "problem" if you want one, is the shader. Users need to use some sketchy techniques to make a simple texture to work on fur and model at the same time.
Also waiting to get a corona fur solution but looks like developers aren't even thinking about it