Tolkien said - I think in one of the letters - in response to someone querying Glorfindel's use of a saddle that a trick cyclist could ride a normal bicycle.
Having ridden a lot in my youth, I have to say that while I am sure that Legolas had no need of the saddle and rein, and that an elf is a less cumbersome burden than any human to a horse, itmust be much more comfortable for both parties to use a well fitting saddle especially if any baggage or equipment is to be carried. While Glorfindel no doubt travelled light and needed little more than a waterbottle, flask of miruvor, lembas and a hoof pick ..these are still more conveniently carried in a saddlebag.
I always think it must have been a bit of a nuisance for the riders to get lumbered with an extra saddle but at least Legolas had the excuse of Gimli.
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“But Finrod walks with Finarfin his father beneath the trees in Eldamar.”
Christopher Tolkien, Requiescat in pace
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