I was in creative mode messing about with the levitation command. I had forgotten about some horses that I wanted to tame off in the distance and my intention was to make some hostile mobs fly and not everything. I ended up typing /effect give @e minecraft:levitation 120 1 (I think) that caused all the mobs to fly, including the horses, even though they were approx. 7-10 chunks away. Some floated while others didn't. So when I started to tame and saddle the survivors of the fall, only 2 ended up levitating when I saddled them. They stopped levitating when I took the saddle off, and started again when I put it back on.

I did take a video on my phone of my pc screen when this happened a second time. It isn't the best angle in the world, but you do see that the horse flies when the saddle is equipped (had to trim it too, file was too big). I don't think this is a bad bug and I highly doubt it will affect your average player. None-the-less it is still a bug at the end of the day, so I must report it to you. Hope this helps!