So when i saw the horse kabuto i couldn't help , but think of.......

[Skies]

Ah. Where are all the other horses then? Now that I remember Odin's, I seem to remember npcs from the quest for it mentioning the word 'horse' with no surprise or w/e so it just seems odd.

There was an old post from Ferne, in that horses do exist in the world but in this particular portion of it. If memory serves me well, chocobos were simply much more adapted to the climate and were the chosen beast of burden.
Although unicorns are native to coerthas, such that they even feature in ishgard's standard.