As far as I can tell, there are only two times Christ is shown to be riding in Scripture. He is almost always seen as walking – a couple times He is in a boat – but twice He rides: when He is presented as the King of Israel (Matthew 21:1–11), and when He comes as King of Kings (Revelation 19:11–16).
We tend to miss that God Himself established the time of the Gentiles (Jeremiah 27:1–11; Daniel 2:37–44; Luke 21:24) starting with Nebuchadnezzar – the king of kings (Daniel 2:37) – and leading until finally the Son of Man will descend from Heaven to be given an everlasting kingdom (Daniel 7:9–14).
(We notice this kingdom isn't established until after the fourth beast is slain and its body destroyed with fire (vv. 11–12). This echoes Daniel 2:34–35, where the stone destroys the image and then grows into a great mountain. Isaiah 63 fills in some of the gap here: the Redeemer comes to Israel, His garments stained with blood from a tremendous battle.)
God only has one purpose, to "head up all things in Christ" (Ephesians 1:9–10). God gave the kingdom of Israel to David, with the ultimate goal that Christ would reign as King in Zion (Psalm 2). God gave the Gentile kingdoms to Nebuchadnezzar with the ultimate goal that the Son of Man would be established as King of Kings (Daniel 2:44, 7:13–14). Christ is David's Successor as King of Israel. He is Nebuchadnezzar's as King of Kings.
Scripture doesn't tell us a whole lot about the customs of the Gentile kings. Certainly the empires of Babylon, of Persia, of Greece, and of Rome had very different cultures and customs. But Scripture does tell us about the man the king delights to honor (Esther 6:6–10). There we read the the king's pleasure was shown with a horse, a crown, and a robe. Of course there are some clear differences between Esther 6 and Revelation 19, but those same elements are highlighted when Christ is revealed as the King of Kings, coming to destroy the beast and establish His own kingdom.
I think we can look at Esther 6 and Revelation 19 and say, "Aha! This is the Man whom the King Immortal delights to honor."