Because girls usually loved shiny-but-useless objects. Meanwhile boys preferred work tools. Horse happened to move from work tool to shiny-but-useless thing.
So yes, girls like girly things - home making, looking after family and making nice things they need to get male attention. Meanwhile boys like toys about jobs to provide to family. Or aggressive toys imitating tools to fend off aggressors or attract females.
I can play the game too. Meanwhile boys liked thinks that make noise and are "cool" which is usually useless and often nothing but aggressive.