This contains some inaccurate information.
Donkeys have been used to pull plows and carts for millennia. So have ponies such as the Shetland variety (which actually are draft animals even if small, pound for pound they’re stronger than larger equines). Are they as strong as a Clydesdale? No, but Clydesdales didn’t exist until the 1600’s. It wasn’t until the last 500-600 years that we created highly specialized breeds.
Oxen are stronger than horses but they move slower and can not travel as far in a given unit of time. Cattle actually can be used as riding animals although as noted they are not as fast as equines. Working cattle need shoes (unless you want to risk messing up their feet, which often means death for the animal) and shoeing cattle is not as easy as shoeing horses as the cattle need to be supported during the procedure as they can’t balance as well on three legs as horses can. Most common practice is a large frame and slings that allow the animal to be lifted and fully supported during shoeing. Contrast this with shoeing a horse, which can be done with the horse standing on its own and the farrier just working with one foot, it’s a lot less involved process.
In antiquity horse breeds tended to be smaller than they became during the late middle ages/Renaissance. They were used for riding, as pack animals, and for pulling carts/chariots. Oxen were for heavier work.
While horses are bred for various purposes training is just as important. You certainly CAN ride a Clydesdale, Percheron, or other large draft breed. There are a few small obstacles like obtaining a properly fitting saddle for such a large horse, and getting yourself up there in the first place. Although draft breeds are not exactly war horses there is a connection between lager European war horses (developed when they needed to carry a knight in armor) and draft horses, in some cases quite close (Percherons used to be used as either). The differences in the end result has more to do with training than genetics (which is not to say genetics has no influence, just not as much as some assume). ALL very large horses are bred to be even-tempered - you don’t want an animal that big and powerful that’s hostile towards its handlers or prone to spook easily. Not all war horses were big, though - Arabians are not a large breed but have been used in war for thousands of years. Quite a few breeds are suitable for either riding or draft work or both - you just have to train the animal to do both which is time-consuming.
Modern horses have become extremely specialized (not quite as bad as dogs, but getting there). IF you are going to bring horses along you want a general-purpose breed that can be used in a variety of ways. Or you might want a pony breed (take less space, need less food, can still work).
I agree that bringing horses is problematic. There is a whole suite of tech that would need to come with them, such as the skills to make harness/saddle/grooming tools, shoes for working animals, and so forth. Bringing cattle with the idea of using them for work as well as meat has the same issues.