No and no. First, hollow bones wouldn't actually produce that much weight reduction in a human. Our skeletons only weigh about 15% of our mass, in general. Hollowing them would only give a reduction of a few pounds. AS for her being dainty, so's that dog. Look at it. That's a racing breed, built for speed, not a muscular one. Plus, she's positioned directly in the middle of its back. We don't even do that with horses, which are much better designed to carry people than any dog. (Although horses are still not WELL designed for it.)
No, the obvious answer is "because fuck you magic LOL, that's why".