Some of us still do have fur. Like greeks, italians, and people from the baltics.
I think you are looking at too much all at once, combining too many factors to explain in this. You say horses are..... then why arent humans... Thats not one question, thats many many questions. That is 1) why did horses evolve the way they did 2) why did humans evolve the eay they did 3) how is it that these differences were contributed to by different environment. In each of those questions is a thousand questions. Also, you lump hundreds of thousands of years into one time period. Like, if the romans were so powerful, then why didnt ceasar defeat hitler?
A big factor for us is two legs. Long distance running. Lack of natural killing amendments like teeth claws or poison. Intelligence related with less hair. Sweat. SUB SAHARAN AFRICA. The animals we evolved alongside(sprinters, not long distance runners) these are all huge factors. Now to ask why a horse, which.evolved thousands of miles away under drastically different conditions is different, well thats self explanatory.
Just because you dont see the link doesnt mean it doesnt make sense, yojlu just truly dont understand all the details. And neither do I of course. Thats not meant to be a crack at you, just an observation. These things are far more complex than a dismissive immediate remark is justified in being made. Give credit where its due. People devote their lives to come up with ONE explanation, for you to dismiss their lifes study with 7 seconds of analysis doesnt exactly put you in such a good place to learn. And this is a thread with an intention of learning right? Not dismissal? I do see.a.question, which I thought was a question, not a challenge to prove. This info isnt mine, its professionals with far more knowledge and understanding in the area than you and I have.