Sans la selle, le cheval est plus agile que le mien.

From Lesson 432:Exclamative inversion·French

Questions & Answers about Sans la selle, le cheval est plus agile que le mien.

Why is it Sans la selle and not just Sans selle?
In French, the preposition sans (without) is usually followed directly by a noun without an article when talking generally, such as sans selle (without a saddle). Adding the definite article la makes it specific: it means without the particular saddle that was just mentioned or is currently being looked at.
Since la selle is feminine, why does the sentence end with the masculine pronoun le mien?
Possessive pronouns like le mien (mine) must agree in gender and number with the noun they replace, not the person who owns it or other nouns in the sentence. Here, le mien replaces mon cheval (my horse), which is masculine. The feminine noun la selle (the saddle) isn't the item being compared.
Why do we use que instead of de for 'than' in this comparison?
When comparing qualities using adjectives or adverbs, French always uses que for 'than', as in plus agile que (more agile than). You only use de for 'than' when it is followed by a number or a quantity, such as plus de deux chevaux (more than two horses).
Could this sentence use the stylistic exclamative inversion from this lesson?
Not as it is currently written, because it is making a direct comparison rather than an exclamation. However, if you dropped the comparison to simply exclaim how agile the horse is without its saddle, you could use the inversion and say: Sans la selle, est-il agile ! (Without the saddle, how agile he is!).

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