I know the difference between "*лошадь*" and "*конь*" - лошадь is a female horse and конь is a male horse. I also know that we should treat "**конный спорт**" as a set expression. Thus, "*лошадиный спорт*" would be wrong. Another horse collocation is "**лошадиный помёт**". "*Конный помёт*" is not that natural, I think. But why? Not only male horses are used in horse riding (as far as I know). And not only female horses, well, do their business.

My question is **why is it often so necessary to distinguish between the two sexes when talking about horses?** 

Even asking a simple question, like "Do you ride a horse?”, we should think about which is more natural: Ты ездишь на коне? Ты ездишь на лошади? By the way, I was told that "на лошади" is more natural, but I have no idea why... I hope you can clarify it. Thank you!