[She wasn't always a fan of just using 'it's magic' as an explanation, which was ironic given that much of her life was as a rather powerful sorceress, but it was the only real explanation other than "A curse" she had for this one.]

Common? No. Dullahan were incredibly powerful and rare spirits only seen towards the end of the war, when we were reaching the depths of the enemy ranks in the mortal realm.

I believe they were rare spirits in Earth. Fae myths about spirits who heralded death.