The bug

According to MC-176468, striders should not spawn with saddles. However, in peaceful mode, striders can spawn with saddles, because it spawns as a jockey and the zombified piglin instantly despawns.

To reproduce

1. Create a Peaceful creative world.
2. Go into the nether.
3. Roam around and load new chunks, periodically executing the command:

   /tp @e[type=strider,nbt={Saddle:1b}] @p

4. It will eventually be successful, indicating that striders with saddles spawn in peaceful mode.

Code analysis (tentative)

I am not sure if this is actually the cause of the issue, but it seems plausible. This is using Mojang mappings (21w11a). In Strider#finalizeSpawn(...), this is the code that spawns zombified piglin strider jockeys:

        ...
        if (this.random.nextInt(30) == 0) {
            Mob $$5 = EntityType.ZOMBIFIED_PIGLIN.create($$0.getLevel());
            $$3 = this.spawnJockey($$0, $$1, $$5, new Zombie.ZombieGroupData(Zombie.getSpawnAsBabyOdds(this.random), false));
            $$5.setItemSlot(EquipmentSlot.MAINHAND, new ItemStack(Items.WARPED_FUNGUS_ON_A_STICK));
            this.equipSaddle((SoundSource)null);
        }
        ...
        return super.finalizeSpawn($$0, $$1, $$2, $$3, $$4);

There is no check done to verify the level difficulty, so the jockeys spawn in Peaceful mode only to despawn almost instantly, leaving the saddle behind.