Having done Eventing with Thoroughbreds I can assure you they are not fragile.
Depends on the Thoroughbred, eh? Some of them--and I think the Northern Dancers are famous for this--tend to tiny, delicate legs and feet. But there are some excellent lines that make great, tough eventers. I am now schooling a 17-1 OTTB mare with massive legs like oak trees and hooves the size of a dinner plate. She could jump a schoolbus with a drop on the other side. Tough as nails! But I also have another weedy little OTTB mare who is 15-1 on a tall day and has feet you could put into a teacup and can barely stand to walk across a gravel driveway. There are all kinds of Thoroughbreds. I do love them for their athleticism and courage.