I think that the writer is being sort of ironic in this sentence (or maybe we could even call it satirical). The writer describes this parade of fancily dressed people on horseback, but says that all of the people participating in the parade are living a life full of "ennui." Ennui isn't quite boredom. It's a little more complicated. It is a dissatisfaction that comes from not being busy, or from not living an exciting life. It is a very common word to use when describing nobility or wealthy life.