Also, these photos were never meant for public comsumption.
These were private photos taken for private family photo albums.
I doubt she eve thought that anyone but her close family would see them.
As for sitting a horse, she would have been reviewing her troops just as Nicholas was doing sitting beside her. It was a necessary duty for whatever regiment she was Colonel in Chief of.
It seems to me that in her youth, she had a pony. At least a pony cart. Most young women of her rank would have learned to ride. Side saddle, of course.