Was playing the new 1.6.2 on survival, got a baby Donkey on a leash, and was leading it back to the base. I found it wouldn't jump up blocks. I found you can pillar up with dirt to drag the horse up, but it's rather inconvenient since there happens to be a lot of hilly terrain.

Tested this with other random wild baby horses, and had the same problem.

At least they're not suffocating.