Comment by ETH_start

I'm not very educated on the topic, but my understanding is that many domesticated animals possessed traits in their natural state that lent to living in a domesticated setting, like having a natural herding instinct. The animals that didn't have said traits were simply never integrated into human agriculture, and thus never came to be considered "domesticated".

But that doesn't address your point about horses seeming to be happy to live in the wild, which would indicate that horses have seen less change from their pre-domestication state than other domestic animals have.

Maybe their role in human societies, as transportation and draft animals, didn't require them to lose as many of the traits of their wild ancestors, as other domestic animals did?