The historical Arthur, if he existed, would probably have had cavalry at his disposal, thus giving him an advantage over the Saxons, who seem to have lacked it. Cavalry had aquired a considerable importance in the Roman army from the fourth century.
In Roman times there had been stationed at Housesteads on Hadrian's Wall a Frisian cavalry unit, the Cuneus Frisiorum. They had black horses and these they may well have sold to the Briton on their departure. These may have interbred with the Fell ponies to produce the typical Arthurian steed.