The belief that “all legends are founded upon something” is, itself, an aspect of modern folklore, frequently exhibited by questions on this subreddit.

The idea that all things that are conveniently lumped together under the English-language term “dragon” are related is also a fallacy. They may seem more or less, vaguely similar, but they are surprisingly different, and it is just a linguistic convenience to translate indigenous terms with the word “dragon” – that does not mean they are similar or related.

Some people have speculated that there are inherent fears built into the shared human experience – including a fear of snakes – which has caused dragons to emerge as a worldwide motif, manifesting as a beast to be feared. That is pure speculation, completely unfounded on anything, and its flaw is demonstrated by the fact that many cultures have a beloved “dragon” tradition (so-called, again, by the convenience of a translated word). Some “dragons” are, in fact, kindly, lucky fixtures in folklore, bearing very little resemblance to the classic, feared, European dragon.

Many cultures – but not all – have a traditional belief that people can transform into animals. This often has a counterpart, which allows animals to transform into people. This is not universal, nor are the traditions that allow for these transformations in any way related. Some cultures (famously, western Europe, for example) allow for this.

Folklorists have noted that when a folktale featuring this sort of transformation diffuses into a region that does not have this belief, the motif needs to be adjusted. For example, the hero earns the ability to transform into various animals because he befriends each of these animals; when manifesting in non-transformation cultures, the hero acquires a hair, feather, etc., which he can rub to summon the animal who acts as his assistant.

How do we explain why some cultures have a belief in the ability of people to transform into animals? A belief in this sort of thing is grounded upon a deeply held cultural assumption that is extremely difficult to explain. We can describe it, and we can understand how the belief manifests in folklore and various cultural practices, but explaining it is another matter. Some may put forward an explanation – suggesting some deep-seated reason why this point of view exists in some (but not all) cultures, but those suggestions are speculative. They can’t be proven, and they can only sit on the shelf in a rather hollow way.

I really don't understand why you're lumping skinwalkers in with animal transformations because a skinwalker by definition is a human transforming into another human. The official Diné mythology is that a human kills another human and walks in their skin, that has nothing at all to do with a human transforming into anything animal related so your insistence on lumping that in with the other stuff doesn't make sense. Could you explain the rational behind this grouping? Why do you associate skinwalking and lycanthropy?

I would also argue that the animal transformations are not all the same. Some of the myths involve voluntary transformation and some are involuntary, some are complete transformations and some are partial, some are desirable some are undesirable, some are beneficial and some are destructive. If they're only similar bc an animal is involved but the specifics vary wildly then they're not really similar myths they just happen to have some superficial similarities which would make grouping them together under one incredibly broad category when they're not actually related to each other also not make a a whole lot of sense.

In the simplest terms transformation mythology in general can come from a lot of different places and it's more about the specifics of the transformation because that kind of mythology has so many different forms. Not all of it is about fears, some of it is about desires or simply just trying to cope with the reality that life is in a constant state of flux. In order to understand these kinds of myths you're going to get a lot further by looking at them within their own cultural and temporal context than you are by attempting to force some kind of sameness across time and space that simply doesn't exist.