Because they are very large animals, they require a highly expensive budget for humans to domesticate them. You need to have the budget to feed them, to put horseshoes on them, and to build them a shelter (a stable). Not to mention a fence to keep them penned up and safe, along with equipment to ride them, along with perhaps having professional training for both the horse and you when it comes to riding.

These creatures lived millions of years before domestication, why do they drop dead if you don't dump thousands of dollars into them?

What EXACTLY are the expenses of owning a horse, and why can't these things live with out eating money?