There are other ways to transmit messages: the better your road networks, the faster you can move the mail; if you have the infrastructure to build optlical communications networks (heliographs, hydraulic telegraphs, semaphores) you can send messages much quicker and more reliably, etc.
As to why…my guess is that it has to do with ravenry coming out of warging and thus the lack of wargs in Essos meant that they developed other technologies.