Agree with all of the above! Since I've started taking dressage lessons and working on riding with my seat, activating my core, etc, I have certainly gained muscle and been plenty sore the next day. My horse isn't cake and takes a lot to convince to carry himself properly, not fall into your hands, giraffe it around the ring, run out from under you, and some days, even get going. But I probably could not run a mile very well. Riding isn't really cardio, so the exercise and muscles you use in riding aren't going to translate at all into running.
I am trying to lose some weight, just to be more fit and feel more comfortable with myself, and I don't really count riding as a real calorie burning exercise. No doubt is takes training, muscle, stamina, a strong core, but like Anebel said, it doesn't burn much calories. I'm WAY too busy right now to go to the gym, however much I'd love to, so I've started walking as much as I can. I'll hop off my horse to cool him out and walk around the neighborhood, I'll walk my dogs instead of letting them out int he backyard, and park farther away from wherever I'm going. As well as watching my calorie intake. Apparently you need to eat 500 less calories than normal each day for a week to lose one pound (which is the healthy amount per week).
So basically, doing more cardio wouldn't hurt, but your weight is fine.
Sorry I got to rambling! Just things I'm working on myself and have taken an interest in so I tend to go on and on.