If I need Dragon's soul I fast trave to Dawntar/Winterhold/Falkreath.

The dragons never (NEVER) attacked me in Markarth however.

Here is a quote from another thread per CCNA -

Here is the thing with Dragons. After a random period of in game time, the game decides it is going to throw a dragon at you. Once that time has passed, you get a spawn. Fast Travel uses up game time, so you will frequently see the spawn after fast travel. (This is why I save before traveling to a city or town, if a dragon shows up, I reload, then travel somewhere else to get the dragon spawn there).

However, that spawn would have shown up after the same amount of game time, it just takes more real time if you don't fast travel (think about it, it makes sense). This is why it seems like Fast Travel spawns dragons.

Now, to answer your specific question if horseback fast travel spawns more or less dragons. I don't know if the travel time between places is changed if you have a mount in this game, but if the horse requires less game time to pass, then that would spawn less dragons when you arrive.