Yes I know what they meant. Girls do not lose their virginity from horseback riding unless you are suggesting something strange. Girls can lose their hymen in many different ways, riding horses is one of them. Losing your hymen does not mean you are no longer a virgin.
Semen is necessary for pregnancy, sexual intercourse is not necessary for pregnancy. Since girls who became pregnant, out of wedlock, were stoned to death I am sure there are all kinds of stories about how pregnancy was achieved, without sex, throughout the ages.
All those teenage girls who claimed they never had sex, but ended up pregnant-possible and probably true. Not spelling it out here but when I was 19 a doctor explained the facts of life to me since my mother hadn’t.
As for Mary, how she became pregnant is not important. Her son is recognized as the Son of God by millions. Much like how the male child of a King sometimes died, and another male child substituted. The child grows up to be the Prince, and then the King. It is not who you are at your birth, it’s who you are throughout life.