I heard somewhere that some breeds are sensitive to alfalfa because it is higher in calcium, I think the breed it was the worst for was arabians because it causes them to colic.
Certain HORSES have feed sensitivities, not necessarily certain breeds. Hundreds, if not thousands, of Arabians on the West Coast that are fed almost exclusively Alfalfa hay with no problems. I had a couple of Arabs myself when I lived in San Diego that were fed Alfalfa as their main forage, with just a lunch-time snack of Bermuda. They never had any problems.
Horses with feed sensitivities will usually show hyperactive behavior, weight gain or loss, or founder. It depends on the type of allergy or sensitivity and the feed. Sensitivities can be to Alfalfa, certain grains (or all grains), certain preservatives used, or... ?
My Anglo Arabian (ArabxTB) cannot have any corn or barley, and only small amounts of oats when in heavy training/riding, otherwise he becomes psycho demon horse, lol. He can however have as much Alfalfa as he wants. It doesn't grow here in Arkansas though (we have blister beetles) and is expensive when it's imported, so I feed him pellets. When he's only ridden occassionally, he gets 1.5-2 lbs a day. During harder work or during the winter, he gets 3-3.5 lbs a day. This is along with quality Bermuda grass or Bermuda mixed with local grass hay.