I've never played Red Dead Redemption, but the horses do look good. One thing about RDR is the horses look like they are from the old west, which I can appreciate, but I like a more idealized, fantasy horse to ride in TES.
Since you never played RdR i will mention some essential things :
-better animations/mechanics
-various races of horses,each one with accurate characteristics (max speed,resistance,aesthetics...)
- the opportunity to call your horse with a simple whistle whenever you want
- the opportunity to be unsaddled if you "push" the horse too much
- horses avoid danger; i.e . they are scared even of snakes and don't fight any Ancient Dragon pretending to be the "Dragonborn"

-opportunity to feed them
Well,i don't remember all,however here's a link where you can find all the informations : (even if i'm not sure about their reliability of course)
http://reddead.wikia.com/wiki/Horse
One thing both Oblivion and Red Dead Redemption got wrong is that the horses can't back up. If you've ever ridden a horse in real life you would know that if you pull back on both reigns on a decently trained horse it will back up. May not seem like a big deal until you ride up to the edge of a cliff to look over and can't back up. Then when you go to turn the horse walks slightly forward to his, and your, death. Not to mention getting nose first into a tight area and not being able to back out. I can't for the life of me figure out why both games left that ability out, especially RDR which got everything else spot on.
The last time i've played RdD was almost one year ago,but if i remember well isn't like you say

however apart from some eventual minor issue horses on RdD are a reference point in my opinion - and on another planet if compared to the Oblivion and Skyrim ones in every respect.
In brief:
horses are (very) smart animals, not the dumb-asses you see in Oblivion and Skyrim

and an huge improvement would be desirable for the future Tes game in that regard.
At the risk to repeat myself: horses at the current state are almost useless in Skyrim - in my opinion of course.
Spoiler shadowmere perhaps is the only minimal and partial exception, due to it's nature he is supposed to attack every enemy to death i suppose