I understand that he wanted to have a more relaxed portait for his birthday and chose a "seat" that more resembled that of Colonel Frederick Gustavus Burnaby.
Burnaby had the reputation of being a very strong man. Strong enough that legend said that he carried a pony under one arm! And that pony was supposedly an Icelandic.
His great-great-nephew Alan Tritton has some words about that story:
I was delighted to see the portrait of my great-great-uncle Colonel Fred Burnaby. I feel I will have to put you right on the story of the ponies, however — it was not a legend.
Queen Victoria, who had a penchant for small ponies, had ordered a dealer to show her two ponies of a rare Icelandic breed. This dealer was talking to two of his fellow officers, who decided to play a joke on Uncle Fred, as he was known in my family. They took the two ponies upstairs and deposited them in his bedroom, where they decided to stay.
Panic set in as the dealer’s appointment with the Queen drew near, whereupon Uncle Fred picked up the two ponies, one under each arm, took them downstairs and deposited them in the courtyard. The dealer just made his appointment with the Queen.