So this is it, when we tame the horse and then give them any armor then the armor is not visible on the horse. But when we leave the world and then enter the overworld then the horse armor is visible on the horse. Similarly, if you want to remove the horse's armor, if you remove the armor from the horse, then the armor is still installed on the horse. It will be detached from the horse if we Exiting the world and then re-entering the world that we created, then the horse armor will be released from their bodies. More details are in the video below And this must be a bug,