Mammalian pregnancy has a really complicated evolutionary history with lots of parallel and convergent evolution. Conflict between genes of paternal and maternal origin leads to trade-offs that are resolved in different ways that end up being repeated across lineages.
"was already present in mammals at the time of Messel" sounds funny when Messel is a town just 20 minutes away, inhabited by actual living people.
But yes, the things they dig up over there are amazing.
Congratulations on preserving a horselike fossil from 48M years ago while pregnant. It's difficult enough to preserve a horselike fossil from 48M years ago without the encumbrance of pregnancy. Doing so while pregnant takes grit.