After these things the word of the Lord came to Abram in a vision, saying, “Do not be afraid, Abram. I am your shield, your exceedingly great reward.” - Genesis 15:1
God told Abram he didn't need to be afraid. He promised to be Abram's shield, his protection. As with other animals, God gave mares a fierce protective instinct. The foals must feel incredibly safe in their mother's care.