When I was riding my horse, I fell into the deeper part of a river and was kicked off as usual. Only, when I floated up to the surface, the horse was gone. It had not died as the saddle and drops were not there, it was not on the bottom of the river, nor had it swam to shore, in the second it had taken me to look up to try and find it, it was gone.

What I expected to happen was...:
The horse would still be there

What actually happened was...:
It was not.

Steps to Reproduce:
1. Be in a Taiga Forest (not sure if this is required, but it occurred in that biome)
2. Be riding on a horse, with a saddle and no armour
3. Have a Donkey with no saddle, but a chest, on a lead and a cat following you
4. Jump into water and be kicked off

The horse should disappear.

This was on a singleplayer world, default resource pack, no mods, survival, peaceful difficulty.