Right clicking horses with an Item in your hand makes the item disappear until the next time you right click a block. This also prevents you from tying a horse to a fencepost and healing/feeding said horse. Example, if you have one rope/leash in your hand and you right click a horse, the rope "disappears", and makes you unable to tie the horse to a fencepost. so you need two or more leads in the same slot on your heart bar.