Does anybody really use horses at all in any of the games in the TES series? For one thing, their use is unrealistic. In OUR dark ages, lords ruled Europe as mounted knights of which is not reflected at all in TES, you just ride them around to get to a place real fast without expending energy, that's all. But why would you do that when you can gain experience sneaking everywhere? Even walking or running everywhere makes you combat ready and easy to pick up items on the ground or pick alchemic reagents. If you are horseback in TES, you will have to get off your horse to conduct combat too, very unrealistic.
One break in the trend in RPGs is the new Dragon Age Inquisition, where horses can wear armour and YOU may fight from horseback, making YOU a formidable opponent. I can't wait for this game which will be released for the PS4 on October 7th, 2014.