Alternatively, this is what Changelings ACTUALLY look like, and the "Bug-Horse" Form is essentially a case of A Form You Are Comfortable With that they have adopted when transitioning to a new Era. Changelings are a species that prides itself on Adaptation to survive, so I wouldn't put it past them that they would deem a necessity to take on the physical traits of the most widespread lifeform of a region that they are occupying with their newly-hatched young.