On the subject of horses, allow me to ask you a question:
When you were a child, what was the name of the bear family who taught valuable life lessons in easily digestible books?
Chances are, you answered 'the Berenstein Bears'. And, as it happens, that is incorrect; it is the Berenstain Bears.
How can everyone misremember this? How can something so patently true turn out to be terribly false? Some people will tell you it is the 'Mandela effect', named after a shockingly large number of people believed Nelson Mandela died in prison... but simple mass misremembering is a fairly boring answer, isn't it?
Consider instead a possibility physics allows us: that infinite universes exist, that every possibility spawns a diverging universe. Consider then that these different universes must be ruled by mathematics and science, that were were able to observe them, some concrete, tangible difference must exist to distinguish them.
Consider also that the laws of physics as we know them are, in some cases, simply and utterly inoperable. The quantum scale, for example. Or a naked singularity. It is, therefore, conceivable that through some quirk of physics, some awesome miracle... we have merged or shifted into a world in which horses never existed, and chocobos always did.
Impossible, you say, and perhaps rightly so... but I have no better explanation.