And there has never really been any kind of long-term eugenics project for cats; they mostly domesticated themselves, which had different results. There are no "work cats" that we've selectively bred with other "work cats" to improve their demeanour; there are purebred cats, but they're basically assholes and we basically don't care. (Why this is, I'll never know.)
Horses have been bred to be larger and more docile. The natural size for horses is a large pony.
It's unclear how this started. Przewalski's horse, the last remaining feral horse breed, is not the genetic ancestor of the modern horse, but a diverging line.
(Horses are somewhat different in the Americas than in Europe and Asia. They're not native. Feral horses in the Americas are descended from ones brought over from Europe by early Spanish conquerers. Amusingly, the pedigrees are known; the Spanish expeditions were Government operations and there's surviving paperwork. Most were good Andalusians.)
I guess I'm using "docility" a bit differently. There are two somewhat different commonly-used meanings, and it'd be helpful if they were different words:
• the animals everyone tends to commonly use the word "domesticated" for, which usually have specifically eusocial behaviours, like coming and laying down beside a human. Dogs are the central example; but numerous animals, from ferrets to hamsters to pigeons, are actually like this.
• the animals that aren't afraid of humans, and will tolerate their presence, and maybe learn skills from them. Horses, cows, sheep, chickens, etc. Farmers and breeders call these species "domesticated" (compared to their wild cousins), but they're not called that by lay-people. "Able to be livestock" might be what the average person would call these. (Oddly, some common "pets", like guinea pigs, are actually more in this category.)
One of the major differences, in my mind, is that the animals everyone calls domesticated, like being around humans enough that—if raised in a human environment—they'll often defend their human "family member" against their own kind. But this is not a behaviour you see with the technically-domesticated species; a wolf, or a fox, or a cow, might defend its territory if it's feeling territorial, but it won't specifically defend you, even if you raised it. It knows humans are a sometimes-helpful thing, but its instincts haven't been hacked enough to consider them "kin."
I'm not actually sure where horses fall on this measure, having not had much personal experience with them. Your input?
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Also, fitting into neither category, there are a few extremely-intelligent species that, by this measure, we might call "domesticated" without having had much human-mediated human interaction at all. Corvids and chimpanzees both understand human social behaviour well enough to "befriend" individual humans, but this doesn't translate to them having a default-positive association with humans in general.
Also, under this distinction, I'd say that most wild animals that have assumed a "city habitat" like raccoons, skunks, squirrels, increasingly foxes in Britain, etc. are "technically domesticated." They're pretty much as docile if raised as pets as a horse or a cow would be. Definitely less unpredictable than a "pet" monkey. These species are doing the same thing cats did to get where they are; they just haven't spent as many generations evolving under the constraints cats have yet.
(My current horse is possessive of me. I recently turned him out in an arena with another horse he likes, and the two played around a bit. Then the other horse came up to visit me. My horse ran over, ears pinned back and teeth bared, to chase the other horse away. But he wasn't "defending" me; the other horse wasn't a threat and my horse knew that. He was just showing the other horse that I was his human.)
(The problem is keeping cat fans from feeding the working cats. The cat people got out of control at the Stanford barn years ago, and the cats got fat and lazy. The overweight cats had to be traded out for more useful semi-feral cats.)
Draft horses and other working horses beg to differ.
They're generally calm and docile, and don't spook easily. Especially draft horses working in cities, they're gentle giants, because they have to be when working on traffic and noise. Police horses too.
As for cats, they don't give you the unconditional love that you get from a dog. They need to respect you first.
By comparison, zebras are very hard to work with.
http://theconversation.com/why-zebra-refused-to-be-saddled-w... "In many ways, zebra appear very like horses (or ponies, given their size). Yet underlying differences in behaviour have meant that while horses and donkeys have been successfully domesticated, the zebra remains predominantly wild... Horses were initially kept as a food animal."