The thing is that most animals simply cannot be domesticated. There's a reason that we have our couple-dozen species of domesticated animals out of the vast animal kingdom. In particular, there have been attempts to domesticate rhinos as beasts of burden, but they've consistently proven to be far too stupid and stubborn to pull it off.

This really isn't a high fantasy setting; it's more akin to swords and sorcery, sort of Howardian. Magic is a secretive and dangerous domain, practiced only by rare and exceptional individuals. That is to say, mostly our characters. It largely serves to set apart our characters as mythical heroes and champions compared to the common stock.