I think Zigūr is right. There seems to be a special bond between "Elf-horses" and their riders. The communication and empathy between the horse and the rider could be the main difference which seperates Elf-horse from normal animals. Another good example for this would be Bill, Sam's Pony:
Quote:
Originally Posted by J.R.R. Tolkien, The Fellowship of the Ring, The Ring goes south
The stay in Rivendell had worked a great wonder of change on him: he was glossy and seemed to have the vigour of youth. It was Sam who had insisted on choosing him, declaring that Bill (as he called him) would pine, if he did not come.‘That animal can nearly talk,’ he said, ‘and would talk, if he stayed here much longer.’ [...]
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So it seems to me that Bill the Pony could have become the first case of an "Elf-pony", if it had stayed in Rivendell for long enough.