Well, that's kind of silly, unless your horse is stolen. What if a horse with one of these microchips is sold? After you sell the horse you no longer have a say in what happens to it. What if the new owner can't care for it and sells it to a kill buyer? The original owner put the microchip in, and so since the original owner sold the horse the microchip "no kill" thing is no longer applicable. Horses change hands often, and often those new owners might not agree with the no kill chip - so what, they'll have to bring the horse in to get it surgically taken out?
Same with the brand. Sure you don't want your horse killed. But then you sell it and have NO say any longer. And then the new owner sells it, and then it's sold again to a kill buyer and sent to slaughter. Sure it has a no kill brand but wouldn't that not even be applicable any longer if the person who branded the horse sold it? Seems like it would cause a lot of confusion to me.
Even if the horse WAS stolen and sold to a kill pen - the person could easily just say oh yep, owner couldn't take care if it and sold it.
And like the above poster said... What's the plan for the no-kill horse who isn't wanted? We already have way too many horses out there.