My granddaughters horse was attacked by a cougar . She was a HUGE mare and it tore her up good, but was able to stay on her feet. This was not a "maybe" attack, the Fish and Game came out, they found the prints and tried to track the cat. It ended up being a young cat that was out for a meal and basically didn't have the knowledge or power to pull the mare down.
It can happen, so I suggest getting ahold of the fish and game and finding out if indeed it is true then I would probably keep them in at night for awhile. I would also suggest getting a rabies shot for your horses if you live in an area with wild animals. For your safety and your horses.