As for the women and horses thing, up until the mid 1900's women were almost required to ride side-saddle.
As for why they wear them is for the purposes listed above (work, easy to make, ect.) You have to figure, up until the 60's it was uncommon for a woman to show their legs in public, so that means before then all skirts were ankle length. Now, skirts are shorter, and they're worn for: comfort, style, drive men crazy, easy entry, ect.