Continuing to look for the connection of the bowed instrument to Central Asian horsemen/nomads, I looked at the construction of

The Arabic fiddle called kamanche: silk strings with a horsehair bow.

The Chinese fiddle called er-hu: silk strings, horsehair bow (the name means "two-stringed barbaric instrument" indicating they inherited it from Central Asian nomads/raiders).

The Khazakh fiddle called kylkobyz: Two horsehair strings and a horsehair bow.

The Mongolian fiddle called morin khuur: Two horsehair strings (one from a stallion's tail and one from a mare's tail) and a horsehair bow and name "morin khuur" means "fiddle with a horse's head" and to prove it, have a look at a morin khuur, the official national instrument of Mongolia:

Morin khuur

The Korean bowed instruments all have silk strings played with horsehair bows.

Also the ravanhatta (erroneously called a ravanastron) from India has up to 13 metal sympathetic strings and one playable horsehair string played with a horsehair bow. It's beautiful sounding in the hands of a master:

ravanhatta music

So there you are.