Horses first appeared in North America so they are an exotic species in Eurasia and Africa. I don’t know when they managed to get from North America to Asia.
Ancient ancestors of horses first appeared in North America.
There were no modern horses in North America until Europeans introduced them.
https://www.amnh.org/exhibitions/horse/the-evolution-of-horses
The American Museum of Natural History piece about the evolution of horses doesn't mention
Eohippus. I thought that true horses first appeared in North America since none of the ancestral species appear to have been found anywhere else. Probably the Paleo-Indians over-hunted the horses in North America causing them to become extinct in the New World until after 1492.
Or maybe horses were just too lazy to make their way back here after they got off the ark.