When Europeans arrived in Africa, they attempted to domesticate zebras. Other than a couple of examples, they failed. The biggest problem, apparently, is that zebras, more than other equines, tend to panic when startled. They've been more successful when they've crossbred them with horses, donkeys, etc. to create zebroids.

Looks like obama’s family tree.
See, that is my point, "When Europeans arrived."
Going back to pre history (3000 bc) the 'African's' never tried. I know Zebras are 'skittish'. But in all the millenia that passed you'd think by then they (Africans) could have been successful.
I'm sure the first 'horse' any race tried to 'tame' that horse breed would 'tend to panic when startled'.