Thief Flanking strikes trait
I have not bothered to look it up or anything, but just trying to reason with logic:
You do not just ‘gain’ fury, you effectively use a skill that applies fury and quickness to you. That skill can not be used before the attack, and not exactly at the same time, since that would mean to perform two actions at the same time. Therefore it would be used after the attack is finished and the damage calculation is done.