http://savagebeatings.deviantart.com/gallery/#/d4b7jwp
My explination for why we haven't seen them in the desert wasteland of California, Nevada and D.C. is because after the Great War, horses that didn't get eaten (since they are flight animals, like the most afraid domestic animals we have) they migrated north. Everything was turning desert anyway, better just go north to colder climate where there might be some green. So they went to Canada
And now, 200+ years later, they migrate down again, so they cross the old-world border and are now north of Chicago and Toronto somewhere. That's where I'd like Fallout 4 to take place, not necissarily between Chicago and Toronto, but at least between Chicago and some east of http://savagebeatings.deviantart.com/gallery/#/d4b6z3d? ^^
And to say they are extinct, well, they are regional creatures now then, if you take my theory there in consideration. No one has a problem with Bighorners and Cazadors, yet their first appearance and mention were in Fallout New Vegas!