My guess would be evolution. Those horses that let us ride them were fed well and cared for by humans and then mated with similar horses to make more and more of the same. Those that didn’t let us ride them had to fight for their own food and fight for their own mates and didn’t multiply as much. So we essentially happened upon a couple of horses that enjoyed hauling us around, told them to kiss each other, and we got more. Repeat and rinse for tens of thousands of year.