Well, apparently someone looked at the industry and noted that no girls were playing, because none of the various strains, like Magic or Pokemon or Yu-Gi-Oh! (yes, it's misspelled if you leave off the exclamation point) had horses. So they made one.
Let me introduce you to Bella Sara. Let that sink in for a moment. Someone believed that there was a significant niche in CCGs that hadn't been filled, i.e., girls, and decided to fill it with "something that girls will like," i.e., horses. Now, I'll be the first to tell you that horses are awesome, but I have recently come to the conclusion that liking horses is gendered, and furthermore, is considered absolutely necessary in order to appeal to girls. I will bet you that any toys marketed to girls that don't have to do with dressing up will have horse accessories. Barbie has horses. My Little
And this is wrong on all kinds of levels. Not every girl likes horses; girls aren't going to buy anything you try to sell them just because you slapped OMGPonies!! on it; and just because it has horses doesn't mean boys are going to shun it.
But toy manufacturers believe all that, especially the last sentence. That's probably why the only horsey toys ever sold for He-Man were robot horses, and in fact why He-Man rode a frakking green tiger into battle because horses aren't sci-fantasy barbarian hero enough. Toys marketed to boys in the 80s show a marked lack of horsiness (and animals in general), whereas the 80s are the heyday of My Little Pony (and Pound Puppies, come to think of it).
I don't know when or why horses became "girl stuff." It was probably the 80's, if not earlier. Considering that cowboys were hot in the '50s and '60s, and cowboys are deeply entwined with horses, you could say horses were boy's stuff then; but they were also girl's stuff, since (among her menagerie of animals) Supergirl had a steed, Comet the Superhorse (possible squick warning!). Perhaps the fact that cowboys revolved around both horses and handguns made the genre acceptable to boys.
I've ranted long enough. Precisely why horses are girls' stuff should probably be left until later, and likely enough to someone with a different education than myself. But this is the Internet; if you had to know what you were talking about, it'd be a lot less crowded!
Just FYI: I first heard of Bella Sara on FSTDT, where someone was going on about how messages like "Believe in yourself!" were the work of Satan, probably because such things take Jesus out of the big chair.