@Alessio : è vero (you're right). Scenarists and movie costumers make art, not reenactment or "living history". But with less money than Holywood, we can do excellent and accurate things (see short movies like "Verstaubt sind die Gesichter", Paralight Works). The "Rule of Cool" is often *** : a good and accurate miniature of Prussian Uhlan or ANZAC-mounted riflemen would be an excellent basis for all further conversions, "cooler than cool" !
The German point of view now (WW2).
The horse reimposed itself on the German army for many reasons through the war : 1. lack of gasoline and motor vehicles ; 2. presence of very good and skilled "reiter" and military trainers in the ranks of the army ; 3. avaibility of well trained war horses (German ones and others taken in Austria, Poland or France) and stud farms.
Moreover, horses were very useful in anti-partisans warfare (Balkans, Ukraine, Bielorussia), just like in Rhodesia or South Africa (Namibia), later... A mounted (SS-)rifleman was fast, discreet, autonomous and passed over absolutely all terrains, off-road. Ideal in the mountains, in the steppe, in the forests or in marshy areas (a horse can swim). A war horse required two years of training, but was very economical, solid and effective for raids against partisans and control of rural/wild areas.
One more thing : the "Volksdeutschen", among whom the SS recruited a lot (in Hungary, Poland, Yougoslavia, Tyrol, Sudeten, Baltic areas), came mostly from rural areas. They knew how to take care of horses and how to ride them on a daily basis.
Red or "German" cossacks minis would be like an apple pie, with "chantilly" !