Why horses should never be cover with blankets in winter? The key to this answer is in horse fur.
For every mammal to be able to survive, their internal temperature has to be in a short range. If their corporal temperature goes high or below the range, the chemical reaction of the cells of their body would make them sick or in some cases could kill them.
For thousand years, wild horses had spread through the world. Wherever they lived, horses were exposed to extreme temperatures, either cold or warm weather, and their fur prepared them to get through it. The insulation of the fur depends on the depth and thickness of the hair. The hair is covered with an oily substance, which helps them maintain their skin dry on rainy days. The layer has a water-repellent effect, where water travels through the outer hair while the deeper layer remains dry.
To avoid getting rid of that oily substance, don’t brush the horse skin often, and also, avoid cutting their hair.