Don't forget about horses who are sick or live in wet climates. My pony grows mammoth hair, but has chronic laminitis, and when her metabolic stuff was still very active, despite all the hair, she shivered and was downright miserable. She loves her blanket and will get me up to put it on if the weather changes suddenly. The lives of wild horses are not how we like to romanticize them; a horse like her would probably just die. There's also a difference between surviving and being comfortable, IMO.
Tug on anything at all and you'll find it connected to everything else in the universe.~John Muir