It makes sense.
You're not alone. I worry all the time if Athena really is bonded with me or not.
I figured it out while I was watching her and her best friend Neela. Neela is only 3 1/2 years old, so she's still a big baby and gets on Athena's nerves very easily. But even though Neela can be annoying, they'll still eat their hay and grain together, and Neela follows Athena around like a lost puppy. Athena bites Neela, but Neela is learning to respect Athena's space and in a weird way looks up to Athena. She's basically her big sister. So even though Athena disciples Neela, Neela still loves Athena to the point where Athena never gets alone time unless she's in her stall. lol
Horses want leaders. Athena is Neela's leader. Eventually Neela will grow out of her baby stage, and will be more of a best friend than a little sister. :)