Because the ultimate fantasy is not being rescued. It is being witnessed. First by the horse. Then, finally, by the man.
: Relationships with horses highlight a woman’s ability to harness the psychology of a being that is "mysterious but also understandable," gaining strength and grace through the connection. Common Romantic Storylines & Tropes Women Sex With Horse
Some of the most powerful modern storylines use the woman-horse relationship as a form of equine-facilitated therapy before a romantic arc can even begin. The horse teaches vulnerability. Because the ultimate fantasy is not being rescued
So, what happens when a human romance enters this sacred space? Women Sex With Horse