What I would do first of all is do the same manuever every time before you ride. Just stretch out his leg and put it on your thigh. Im guessing he's just not used to it...probably because they can bear some weight on the stand whereas he actually has to hold his foot out loosely with the thigh technique. Or maybe had a bad memory from a past farrier before you owned him who used that technique. If it still bothers him after several weeks of training...take him to the vet.