When feeding an untamed adult horse hay bales, the hay bale is consumed but no sound effect for the horse eating plays, there is no "using" animation on the hay bales in the player's hand, and the horse's temper does not increase either.

In addition, feeding a tamed horse on full health hay bales has the same effect.

Feeding a baby horse still accelerates its growth properly and has the sound effect play, and similarly feeding a damaged adult horse also properly heals it (again, with the sound effect playing).

According to the wiki page on horses, hay bales are not intended to be able to be fed to untamed adult horses. However, trying to do so still consumes hay bales, essentially wasting items.