I have had fillies and mares that for some reason didn't want to play on any regular basis.
AND I've had others that would rough house and keep up with the boys - instigating the rough play and keeping up with it when it got violent. I have had other mares that would play but then would also get to quitting point and then would let everyone know that she was done - they learned to leave her alone when she said "I'm done".
I have a friend who bought a young gelding from me who gets so frustrated because he's out with a mare that is only 2 years older than he is - but she refuses to play. For a while, I had other ponies going over there and whether a mare or a gelding - they played with her gelding. Often it's nothing more than running around the pasture a time or two, but sometimes it's also "mock fighting" and springing at each other like stallions. Then breaking apart and running around again - tails over their backs, snorting and blowing and bucking...
The other night I arrived home from work a little early and I stopped w/o pulling all the way into the driveway - just so I could watch two pasture of youngsters play (the boys are yearlings to 5 yrs of age - and the girls' are up to 4 yrs of age).
What's really amazing is to see the two "old" girls playing. The other MORNING, after feeding (they are fed in the barn and turned loose from there) they both zipped thru the double wide doors simultaneously took a couple of full galloping strides and then came to a halt, snorting. Then both, almost on cue - side by side, rocked back on their hocks and reared, pawing at the sky! They both dug in before coming to earth and were in full stride racing each other up the pasture, "squeezing" together thru the 16" opening next to the water tank and racing up the pasture. At the end they split - again almost on cue - and each raced around a different side of the pasture, again meeting at the 16" opening and racing for the barn doors. They leaped the ditch into the barn, skidded to a halt, bounced up and down and bumped into each other, then turned and raced out again. No rearing this time - they kept going thru the "squish" and on into the pasture, this time turning the same direction and racing back down towards the barn. After coming back thru the opening they both slowed snorting and blowing - separating a bit before both folding their legs in a sandy wallow spot and rolling. They both leaped up from their rolls, bucking and farting before settling into a trot and then walking up to the water tank to get long drinks... Bell and Bit, full sisters, are 40" shetlands that are now 21 and 22 years old. This start to my day made my heart light as I headed in to get ready for work. It also meant that after struggling with Bit with her eye infection again, and refusing to eat when her eye hurt, that she finally felt better (1st time in 4 days she'd cleaned her feed all up)...