Most certainly they have preferences for people. They'll also act differently depending on who is on their back and/or the skill level of that rider.
Quick example. I went to look at a couple horses to buy and my parents went along as several horses were for sale and they were looking too. Anyway, we stepped into the pasture and one of the mares took one look at my dad, fell in love and seperated him out from all of us and the other horses. She kept her body between my dad and everyone else up to and including their dog. ****dest thing I've seen, dad wanted her right then and there but she wasn't for sale. Three years later she came up for sale and dad bought her before they could finish giving her asking price . Why was she for sale? She was at her 3rd trainer and no one could get her to work for them. She was very indifferent towards people and only performed half heartedly though well trained. Dad hopped on her back and she came alive, had a huge motor and would kill herself for him.