In a world where Ponies are one of the dominate lifeforms and who are, for the most part, not a subservient to others, why do ponies wear saddles? Saddles do not inherently have any clothing or warming factors, in our world they were designed one race (i.e. humans) to be able to RIDE another (i.e. horses and ponies). I would imagine that if the Ponies of Equestria had originally designed saddles as a function of protection like humans developed their clothes, I would expect that ponies would have more clothing derived from coats and blankets, not saddles.
So far we've seen them used as simple fashions and for warmth, for example:
So either, Ponies had some other race many, many, many moons ago that introduced the concept of 'saddles' (and thus riding on ponies) which has since lost its original meaning, or the Ponies have some a really weird and twisted (or possibly sick - depending on how you want to look at it) sense of humor.
So what theories are there for why ponies in Equestria would design (and wear) saddles in the first place?