First off, while I was riding a horse, I noticed that the horse took no fall damage nor did the player when riding off a tall cliff. I tested this out in creative mode and noticed that horses that were being ridden by the player took 0 fall damage whatsoever. Then I decided to experiment on whether or not a tamed horse (without the player riding on it) would take fall damage. Turns out horses that are not being ridden die from fall damage and get damaged but when the player rides a horse, the horse is immune to fall damage, and can survive from falls greater than the lethal fall damage height. This bug applies to Donkeys and Mules too.