The Official Preppy Handbook repeatedly treats a phase of interest in horses and horseback riding as nigh-inevitable for girls (of the set of people it's describing, so, the wealthy professional class up through the idle rich, though especially the lower half of that range) and no consideration at all for boys. It was published in 1980, so before My Little Pony, and much of what it describes, though tongue in cheek, represents trends and habits that pre-date it by years to decades, at least.

Don't know why, though.