Nothing odd about that. It's just the way things are :)
Well, for those not satisfied with that response, I suppose I'll make up an explanation of how anthropomorphism works in the S&S and CC/9t9 universes. It works like our own: certain species today evolved from a common ancestor. So in the same way humans and chimpanzees evolved from CHLCA, biped ("anthropomorphic") horses and quadruped ("feral") horses evolved from a proto-horse. The former became sentient, intelligent, stood upright, wrote poetry, etc., while the latter became a wild animal, later domesticated, became resistant to tickling and stomped on poetry. Thus their side-by-side existence is no weirder than having a monkey riding on a human's shoulder (though if the monkey wore clothes while the human didn't, then that would be weird).
Horse on horse:
Horse in horse car:
Red Shetland © Jim Groat & Richard Konkle