Aside from giving the horses individual manes, maybe heads, definitely harnesses/saddles or whatever they're called, I would like the following additions:
Arrow- something on the horse's armor/saddle that you could slide Bow's bow into (like the thing on Battle Cat's armor where you stick He-Man's sword). An additional Twigget figure. Oh and yes- he should definitely be a blue Pegasus and not that drab brown thing Bow rode in the cartoon series! Just because there's Filmation rights, doesn't mean every design choice should be based on what was given us in the cartoon series. Sometimes the original toy is better than the cartoon, design-wise!
Storm- this would be a chance to throw in a couple of new accessories for Catra. Maybe some sort of cool lance with a horde bat on it? Lightning bolt type of weapons for Catra to hurl, thus giving her horse's name a bit more meaning?
Crystal Moonbeam & Crystal Sundancer- maybe some translucent plastic "crystal" versions of the standard PoP shield and translucent plastic "crystal" versions of the Bubble Power/Starburst She-Ra swords? I also like the idea of Fantastic Fashion inspired pieces of costume (masks, capes, whatever) or weaponry (some cool swords for She-Ra were included in those sets, if I remember correctly!)
Crystal Swiftwind- I'm less interested in this in MOTUC than the others (in the same way that I'm really not interested in a Samurai Battle Cat in the line), but if they have to do it, another chance for more She-Ra accesories (she had a bazillion "Sword-To-Fill in the blank!" weapon transformations in Filmation for them to draw from), molded in translucent plastic- done in the same manner as He-Ro's sword, with glitter maybe?
Royal Swiftwind & Silver Storm- again, not totally necessary in MOTUC but if they have to do it- I say by the time they give us these maybe they'll be able to afford to actually throw in a bonus She-Ra & Catra action figure into the set with different costumes at the same price point as a normal horse release. After all, by then the line should still be doing well and they'll have reused the She-Ra, Catra, and standard horse body over and over and over...
I would also like to see Teela get a wingless unicorn steed, as seen in the original first four mini-comics from the classic line. This could obviously use the Swiftwind body, and it would be a chance to throw in more accessories for Teela to use. Also, they could keep the holes in the horse body where the wings would go and just have that be where the saddle Teela could ride snaps into place, thus covering the holes.
Odds and ends they could throw in with any of these horses would be accessory items like maps... water bottles... mostly I'm thinking about how on Fisto's belt and Man-At-Arms' armor they sculpted in little details like a rolled up blanket, a book, a jug... just tiny things that add a little something extra to the line that could probably still be done on the cheap.