They probably just rented whatever horses were available in the region where they shot. I mean, I doubt that the characters in A Knight's Tale would've been riding some rare breed of Czech horses either, except that they filmed in the Czech Republic. :D

And YES, omg, the friesians. I love how they also turn up in random places like the land of the dead (in Riverworld, which we attempted to watch recently before we decided it was just too horrible) and alien planets (a la Stargate SG-1). It's like they just have one guy who they call up and say, "I need a fancy-looking horse!" and he says, "Sure, I've got Friesians!" :D