I live in rural Michigan, and I do all my riding on the road- with the occasional haul to a show or trail.
It's all about exposing your horse to everything that might happen on the road, including vehicles swerving AT you, passing too close, large farm equipment, dogs, etc.
That said, my horse I rode for 5 years on the road suddenly decided to spook at a couple deer, and I was nearly unhorsed :( It's just a good idea to be vigilant and ready all the time, and wear a helmet.
If I'm riding at night, I put on flashers, and don't forget orange in hunting season!
"There are two ways to live your life. One is as though nothing is a miracle. The other is as though everything is a miracle." -- Albert Einstein