By the time they are available, the world is globalized enough that horses are rather common all around the world. I didn't want to go into unnecessary complexities to represent that process - unlike crops, horses will lose relevance soon enough anyway by that time. So horses just stop being a "strategic resource" = something that can limit your unit production. You no longer need direct access to major centers of horse breeding to field cavalry. For instance, Americans on the World Map start without any horses and thus are unable to build any cavalry - but it would be rather stupid to deny them industrial-era cavalry, even if they are not best chums with any European supplier at that point.