Of course people who sell oral joint supplements are going to tell you to feed them. You may as well just feed your horse some powdered sugar in his feed, because clinical studies have proven that oral supplements simply do not work. They are marginally effective on some horses, but full results of HA, glucosamine and PSGAGs will only be seen with IV/IM injections.
Of course keep in mind that I am training my horse for high level dressage, and that is the same as the community around me, when reading the following. I am a firm believer that horses in work should be on joint support. It is far less expensive and time consuming to keep the joints healthy in the first place than to try to treat diseased joints. I can tell you from experience! When I bought my horse I had learned from previous horses that you don't want to be mopping up after yourself joint health wise so I put him on Legend and Adequan. He was 5 then, is 7 now and has not taken a lame step in the almost two years I have owned him, unlike the 5 year old I bought before him.
For a pleasure horse? No they certainly don't need joint supplements, but as they get older it is a good idea to administer something to keep them well lubricated.