The game generates NPCs in order to keep life-form ratios fairly constant. If the creature is of a type that has parents (bears, chickens, people, etc.) then there needs to be a mom to give birth to the new life.
First the game will look for pregnant females of that type, but if it can't find any it has to generate a new pregnant mom, then have her immediately give birth. This magical appearance is not very smooth, so what I intend to do is have it happen on a tile with no active players. That way everything appears normal. I haven't gotten to this yet, that's why you saw the horses appear out of nowhere.