Could be worse. Could be a horse that runs off to right a dragon...or rabbit then disappears then all of a sudden you get teleported someplace and there your damn horse is.
Stupid horses... I had a horse that glitched so that every time I dismount, he would immediately start walking forward and wouldn't stop. Needless to say, he wandered into a set of ruins and got himself kilt by the local frost troll population. I refuse to fast travel, so I spent every step back to civilization cursing the stupidity of my wayward mount... My current character has a policy of making sure to come to a full stop and to quicksave before dismounting. So far, I have not had my mount glitch again, and have had much better success keeping him alive. I tend to use an abundance of caution when approaching ruins, as I don't even fast travel to respawn my horse. If he runs away in fright, I make myself be responsible for following him, even if I am in combat, or for taking the time to search the wilderness for him afterwards...
Which reminds me, where's my freaking horse armor!!!
Speaking of random horse happenings, I was wandering in the snowy area southeast of Winterhold, and suddenly had a dead horse fall out of the sky and land in front of me. No idea where he came from, but I laughed for quite a while, that somebody else in Tamriel was having worse luck with their horses than I! He probably belonged to the mage you see that dies outside of Seyda Neen, and was another victim of the infamous Scroll of Icarian Flight...