>>33699481- They breed really slowly so they can't pass on favored traits as quickly as wolves/horses/cats. Horses can breed after a year, rhinoceroses can only breed after nine.
2- They are much MUCH more diffcult to handle than any of the domesticated animals I mentionned.
For these two reasons, they would be a huge waste of time to domesticate when other species are easier to domesticate while providing the same benefits and even more.