Selective breeding for being useful to humans, not for being able to survive on their own.
I'm sure that if you investigate feral horse populations like North American mustangs or Australian brambies, you will find out that they don't "get ill if they breathe wrong". Because all that did, died without leaving any offspring long time ago.
Yeah. They had that in the wild too.
> you will find out that they don't "get ill if they breathe wrong"
They very much do. If anything they're worse than domesticated horses.