I tried to explore my world on my horse. I took my map and some flags to mark territory and make little bases.

And when I got off my horse, it(horse) disappeared, but i could still hear her(horse) noises.

Steps to reproduce
1. Make a real big map (minor)
2. Take a horse with gold armor.

3. Go really far on horse
4. Get off from her
5. Magic - it disappeared

In addition:
Horse will appear after entering your world again