After doing some research, it seems the bug first appears in the 1.9 snapshot 15w40b. The bug has persisted to 1.9 Pre-Release 4. Prior to 15w40b, horses would follow the player up hills while being lead with the lead item. Horses now behave as though their path is obstructed when confronted with elevated blocks until the lead breaks when the player travels too far. This bug does not affect other mobs like cows, sheep, or chickens. The bug persists regardless game mode.