NO, what's annoying is how the freakin' horse starts attacking things! wtf? Just run away!! Ruuuun awaaaay!!

I never had a problem with my horse getting killed in combat on the road while traveling... when attacked I just quickly dismount and protect the horse.

But...

One day (actually, just two nights ago), I ventured into a tall tower filled with bandits (it was two towers connected by a bridge across the river, east of whiterun) and the stupid horse charged in with me! It was actually getting in my way as I was trying to navigate the tight halls, stairways, and bridge across the river.

I swear this happened... I was on the other side of the tower and descended back to the ground to take out an annoying archer. I swiftly kill him and I look way up at the tower on the other side of the river and my horse is at the very top battling somebody (I think the bandit chief no less)!! The stupid thing lost its footing and I just watched the pathetic thing fall to its death. Very unheroic... very ungraceful, lol. I wiped out the rest of the bandits and looked down to try and find my poor, stupid horse. I finally found it washed up along the shore a little further down.

Yeah, no more horses for me. I also find that I pass a lot of stuff by and beeline more when I'm riding a horse, since you can't loot things or interact with anything on them. It's more fun on foot.

If anything, I may just buy another one to park it nearby a dungeon and use as a pack mule instead of a horse. Since there's no magical flute or Gandolf'ish whistle to summon the horse, I'll just discover the area and then fast travel to it real quick to get the horse there. That way, I can overburden myself immensely if I feel like it and then just jump on the poor beast's back to fast travel back to town and unload.

Just get shadowmere, that horse can go up against a dragon for a good while before getting killed.

Yes it happens alot