Badblood
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Do you mean, why didn't they just give Cavalier Mounted Combat as a free feat?
I think the first reason is that Pathfinder is designed to give players choices. When a class gets a bonus feat, its usually from a list. There are some exceptions to this, like wizards getting Scribe Scroll or Unchained rogues getting Weapon Finesse; but for the most part when you get bonus feats you get options. While Mounted Combat is a great feat to take as a cavalier, there are also lots of other good choices. Like Power Attack. Or Iron Will.
And I will tell you from experience; you probably won't always have the option of having your mount with you so having some good general feats is helpful.