I used to have a friend who had horses, and we would simply walk them with a halter and lead a lot of the time (one was a bit too old to ride and the other incredibly barnsour/pushy under saddle :/ something neither of us really felt like dealing with at the time...) We'd bring food or whatever and take these long walks in the hills which surrounded her property. They seemed to enjoy these outings. The old guy didn't even have to be led half the time, he'd just follow at my shoulder with the rope slung over his withers. It was quite fun.
I also used to periodically visit this lady's young arab gelding. He had been ridden hard waaaayyyy too early by a heavy individual and as a result had a super sensitive back that couldn't take a lot of riding. ): As part of his excersise I would lead him around the neighborhood a few times a week. He was so sweet though. We've since lost touch with his owner.
I think walking your horse or simply spending time together doing other things that don't involve "work" is an excellent way to deepen the bond.