all thoroughbred horses (race-horses) are decended from three horses - The Godolphin arab the Barbary Turk and one other I can't recall off the top of my head - as none of these were 'coloured' no thoroughbred can be either. Tis all to do with breeding and if you google in something like
the history of the race-horse, thoroughbred bredding etc etc you'll find lots of interesting stuff. Good luck!