They get trained. Think about humans for example. There’s lots of stuff we don’t think twice about doing that aren’t necessarily things we would naturally do; they’re taught to us socially and we get used to them as part of life. Horses were domesticated, firstly selectively bred to be friendlier to humans and faster, but secondly they still get trained to form a bond with humans and to do what humans want them to do. They get used to being ridden.