I think maybe you could if you bred from the most human-friendly zebras yo could find for a century or so. But nobody has really tried that, people are so impatient these days.
The only argument offered for the Why in the title is this one:
> Moreover, zebras have evolved alongside man, whereas European animals mostly evolved in the absence of man (we didn’t migrate out of Africa until relatively recently).
Yet clearly we weren’t such a shock to the horse’s ancestors that we simply ate them all... as we did everything in the Americas. Maybe because of earlier proto-humans? So is this some kind of goldilocks argument?
So you're probably right that the behaviours that made them docile enough to ride emerged over quite a long time.
But perhaps there are some animals that just cannot be domesticated at all? As there seems to be some social/mental bond required, you'd be hard-pressed to find a scientist who'd claim domestication of insects was possible, the species-gap between us and them is just too big. So where is the line to be drawn?
[1] https://blogs.scientificamerican.com/guest-blog/mans-new-bes...