I'm guessing that proper etiquette for the time period was that well dressed women didn't ride alone. They would probably be driven in horse drawn carriages/buggies by those that could afford them, or ride side saddle when they couldn't. Both purposely required a male driver or escort to be there with her. Like CentralOklahoma said, if they were riding alone they were probably not following proper etiquette and were therefore probably wearing pants instead of a dress.