We ask a lot of them.... They work willingly for us, often injuring themselves in that process... I think their higher level of care is our end of the bargain, and I am glad you agree!
They're also affectionate, and have personalities....
The other thing is how beautiful they are. One time we were having a picnic in a horse pasture. The horses had been out all winter, apparently, and they were pretty wild -- lots of horse-herd dynamics. I'll never forget the sight and sound of them galloping over the hill toward us. (We had little kids and moved them away, and the horses ate part of our lunch before we chased them off -- LOL!)
Nope -- horses just aren't the same as cows.