It's virtual reality, so they can totally make it that kind of game if they want. Which they don't, for the good of all children everywhere. Nanoha can't ride horses though, she never learned how.

Because she can fly.

"I'm impressed, Masamune-dono! I half-expected you to run straight through them!" Masamune was just the type of person who gave the impression of musket lines and cavalry charges, but perhaps that was most samurai.

Also because that was Nanoha's favourite tactic. Turn on your barrier and fly through things.