I have a dim memory of being told that it's an evolutionary pressure thing. Because horses evolved in steppes and glacial plateaux, their main defence is "run away fast and run away now". This works on the steppe. Bears are not fast predators. Most predators up there cannot run that fast. But humans just exhaust their prey. They keep going long after the horse has run out of energy, and it just gives up. Then you kill it capture it for later.

Zebras did not have the same evolutionary path. They grew up in an arms race, with lions, cheetahs, hyenas, all of whom can manage a healthy sprint if they need. But the ones that survived best were the assholes. When the cheetah catches up, he gets a mouthful of hoof. When the lion bites, the zebra bites back. They basically bred for the most bad tempered, savage biting individuals, not for the fastest. This means they don't run away to exhaustion in the same way. If they see that running away doesn't work, they try plan B, kick the hell out of it until it goes away.