To me, the
big step in use of horses would be in domesticating them for riding/packing. That is, how do you go from "That looks like supper" to "I think I'll ride on that"?
Once people were riding horses, it was a small step to dragging things - e.g. teepee poles - behind them, and another small step to piling baggage on the poles.
It would have been a larger step to building a permanent wheeled conveyance. Maybe there just wasn't enough baggage to make that step necessary.
As for dogsleds, they are just a small step from a travois. They are a permanent conveyance, but much simpler than a wheeled vehicle. And of course, wheels would have been less efficient on snow.
The small steps could be reinvented as necessary by ordinary people, but the big steps would require an exceptional thinker.
People who think they have all the answers usually don't understand the questions.