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I've now had lot of different answers, and thanks for them all. I just want to note one thing regarding the size of the Japanese war-horse: Mongolia. The Mongolian horses were at least as small as their Japanese equivalents, but no one has ever suggested that Mongolia produced bad cavalry.
 
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Yes, Mongolian horses were most valued for their incredible endurance.
 
The Mongolian horses were at least as small as their Japanese equivalents...
[citation needed]

The Mongolian horses were smaller than modern horses in the West. They may have even been smaller than contemporary horses in Arabia and Christendom. That doesn't make them equivalent to the runts Japan still had. China had to launch wars to improve the horses they started with; Japan had no such possibility and probably had great difficulty improving their stock during the medieval period.
 
England during the hundred year war used something called mounted Archers, which are Archers who could afford owning a horse and these was paid more than regular Archers but these still fought on foot.

Maybe we should flip instead ans ask why didn't they go for heavier cavalry, since everyone with horses had at least some cavalry?

The skirmishing theory makes sense, as a heavy horseman in plate armour is a bit less useful for that, and much more expensive to boot. Perhaps Japan also had slightly less-heavy horses, and so the two reinforced eachother - use only light cavalry, breed only light horses, have no horse for heavy cavalry, use only light cavalry.
The medieval shock cavalry if I'm not wrong used specific types of horses, coursers and destrier which was trained since birth for warfare, so very expensive horses and the people riding these horses was also people who trained since a Young age to get the physical fittness and skill needed, some research have been done on people who practise jousting and showed that these people had some quite exceptional fitness, comparable to athleats.

Also the franks developed a new type of Lance during Before the crusades which made their charge very effective, like the byzantine historian Anna Comnena did write something like that the frank Knight could go through the walls of Babylon.

Maybe the question should be asked how common shock cavalry actually was, many horses was simply used for transportation, like English mounted Archers and many other was light cavalry who employed for things like horse archery. Parthians had several horse Archers per cataphract and I think the same applies for the mongols. Western europé at the same time did probably fight more on foot rather than on horses but at the same time probably possed the most effective shock cavalry. Unlike the myths the medieval armies possed high level of discipline, used formations very well and was effective against pretty much everything including horse archers as can be seen in the crusades. People during that time used logic and if something was shown to be effective, it would become popular and that is what happened with stuff like Heavy armored shock cavalry, crossbows and other stuff.

So I don't think there is anything particular strange with Japan, like english is quite close with their mounted archers.
 
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