I live in Finland and I have friends who have horses. Happens to be the friends are female, originally from the countryside, and have a car to transit from campus area back to the stables. To my knowledge maintaining horses is more expensive the closer to a big city you live in. Thus, in Helsinki stables must cost an enormous amount of money, especially considering you need the actual horse, the lessons, time, and a vehicle to transit with. I don't think most people have the money to have one.

Further anecdote: in elementary school, we had trips to farms. I would think that it's not out of the ordinary for other schools to have this as well, which could be one factor how kids get interested in horses or farm life early on. Feeding a horse or a sheep, which tended to be the only animals interested in humans, can feel like having an exotic pet. Though horses are probably cooler because you can ride one.