My take is that while the Elves didn't NEED saddles, they probably did use them when riding for long periods. While a competent rider does not need a saddle to stay on the horse, riding bareback can be VERY uncomfortable (especially if the horse has high withers and/or a narrow back). And it's not only the rider who suffers - the weight of the rider pressing down on the relatively small area of his seatbones can give a horse a sore back. A saddle helps avoid this problem by spreading the rider's weight more evenly across the horse's back. And for serious calvary work, stirrups are a necessity, otherwise the impact when the rider hits an object with his sword or lance while moving at speed will push him off the horse.
Oh, and I also laughed when I saw the movie Arwen urging Asfaloth on while simultaneously holding him on a tight rein! You'd think that the Lord of Rivendell could afford to hire a good riding instructor to teach his children!
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And thus it came to pass that the Silmarils found their long homes: one in the airs of heaven, and one in the fires of the heart of the world, and one in the deep waters.
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