when my horses do that I scramble on and then do circles and make sure they know they are being punished
Punishment can be a valid 'tool' for training(tho I don't personally believe it's appropriate for this problem), but remember, as with reinforcement, it has to happen *at the time of* the 'bad' behaviour to become clearly associated with it. Whatever is happening at the time of the punishment will become associated with it, particularly if it happens more than once during the same behaviour. So if you punish your horse after you've got on & begun asking for circles, that's
what you're punishing them for.