When Aravis first meets Queen Lucy, the two strike up an instant friendship, despite Aravis being a Calormene and a complete stranger. This is not merely due to Aravis' ordeals and Lucy being an All-Loving Hero, but because they feel a natural kinship. Lucy, as the youngest of four siblings, has always felt somewhat marginalized and neglected, and Aravis of course, being promised to a much older man she doesn't even know, definitely knows what oppression is like. They are also much alike, both being tomboys in largely male-dominated societies (though Narnia is vastly more egalitarian than Calormen). But the reason Aravis latches on to Lucy so swiftly and strongly is because Lucy shows that a woman can be a stalwart fighter on par with men, (and be highly admired and respected for it), yet still maintain her femininity and love for fancy dresses and such. And one can't help but imagine that Queen Susan and Lasaraleen would also get along famously for similar reasons.
Why does Aslan effectively put Rabadash under house arrest with his punishment? Because the four monarchs (the Pevensies) are going to vanish in the near future, leaving Narnia defenseless against a second Calormene assault if Rabadash launches one.
The scene of Rabadash turning into a donkey is a Shout-Out to a similar scene in The Adventures of Pinocchio, where the exact same thing happens to the proto-delinquent boys who are enticed to go to the land of toys. Except in Pinocchio, the change is permanent from the start, and part of a scheme to sell those donkeys into slavery that will end with their Cruel and Unusual Death - symbolising that if you are up to no good instead of becoming a useful member of society, you'll at best end up a beast of burden and die young. You see this most prominently with Pinocchio's friend Candlewick. Here, by contrast, Aslan scares Rabadash straight with the threat of the fate above while adding a measure of mercy by letting him regain his old form just once. He also warns Rabadash not to venture too far from Tashbaan (as he would have to do to make war) lest the transformation reassert itself permanently. One almost wonders if Lewis felt sorry for the boys in Pinocchio and wrote Rabadash as a sort of Candlewick that got away after all (even if it took nothing less than Divine Intervention).
There is also the fact that it's a voiceless donkey: every Narnian talking beast has been told from pretty much the time they learned to talk that if they really screw up and behave in a manner that is bestial, then they'll lose the ability to speak. Which is what happens here — so any of them could have predicted Rabadash "had it coming": for being a metaphorical jackass, he becomes a literal one.
Why is Aravis so horrified to hear Rabadash's plan? Not just because he's planning to secretly invade a country they're at peace with and kill a lot of people, but because his ultimate goal is to force Susan to marry him against her will — the exact unbearable fate Aravis is fleeing. It's natural she would sympathize with Susan and want to help stop Rabadash any way she can.
There's also another aspect to it. Aravis' older brother — the only member of her family she seemed to care about — was killed "in the Tisroc's wars." She probably justified it by thinking that the Tisroc wouldn't have sent him without carefully considering the situation and weighing all the risks. Then she witnesses Prince Rabadash getting permission to take two hunded men on a risky expedition for no guaranteed gain (they might take Archenland, but the Tisroc's main goal is to distract and/or get rid of his hot-headed son). Even before the attempt goes awry, she sees that the Tisroc doesn't care about the cost of human life and will blithely throw soldiers away for his own convenience.
Fridge Horror
Bree and Hwin were both captured at a young age and had to spend years pretending to be ordinary horses; as Bree in particular was a prized war-stallion, it's quite likely that he at least was forced to be breeding stock for other horses that Tarkaan Anradin owned. At least he wasn't gelded...
The Lion, the Witch, and the Wardrobe ends not much longer after the end of this story, when the four Pevensies are still young adults. From the perspective of all the characters in this book, their great friends and closest allies simply disappeared one day, without a trace and with nothing to show what had happened to them.
More of an averted Fridge Terkjerker, but several members of the Narnian Embassy (with the exception of Corin) must have known about the existence and kidnapping of Cor, Edmund and Susan included (as the twins would have been born after they ascended the Narnian thrones). They must have felt terrible after realising that they had the long missing son of their friend and ally in their custody for a few hours and might have been able to bring him home, only to have him vanish yet again with no clue as to where he'd gone (at least until the dust settled and they learned it was destiny at work all along).
Bree is (at least in his words), the premiere war stallion of Tarkaan Andradin. Anradin is one of the two hundred who ride with Prince Rabadash in his campaign against Archenland and Narnia — where, thanks to Shasta's warning (and Aslan's intervention), they are solidly trounced. Had Bree not fled his master, he almost certainly would have been brought on campaign against his own country, and it's unlikely that he could have done anything to prevent Rabadash's planned sack of Anvard and further push into Narnia itself.
Bree tells Shasta that his master Anradin is decent to his valuable horses but cruel to his slaves. This gets Shasta to agree to release him and go with him on the journey to Narnia. But given that Bree desperately needs a human rider so that he doesn't look like a runaway horse, could this have been a Motivational Lie to get Shasta to come with him?
Tarkaan Anradin is buying Shasta for his looks... and in the Arabian Nights culture Calormen is based on, it's the same as it was in most cultures of antiquity (Greek, Roman, and Arabic included): women were for children, and boys were for "fun".
