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It was not that the Dwarves could not bring ponies into Mirkwood at all; instead, it was that they could not bring the ponies they were riding because those specific ponies belonged to Beorn, the man who could change his shape into a bear. Mirkwood had once been called Greenwood, but when the spirit of Sauron took it over and went to inhabit the fortress within it (Dol Guldur), it became dangerous and dark, and the Giant Spiders infested it (along with a lot of other things that were dark and dangerous in nature)—after that, it was known as Mirkwood. Beorn knew of the dangers and he had a close bond with all of the animals in his home (he had dogs, horses, and bees, among others), so he did not want his ponies to go into Mirkwood for fear of them never returning, which is why he told the Dwarves to set the ponies loose before they entered the forest.
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