I have a bit of this problem too. We have 5 horses on the property - 3 don't mind the hose at all, sometimes they dislike colder water between their hind legs or so, but most of the time you can let the hose run over, or even shower them (we poke a finger in to make the water splash), no problem.
The other 2 - PANIC when they hear water running from the hose towards them..
Yesterday I started Clicker Training with one of them, he got it quite fast. He will poke his nose in the water running from the hose, but he will not let me point the hose at him. The moment he feels he has had enough, he runs. And that is another problem we are fixing.
I can splash water on by hand, I can pour a bucket on him without panic (dislike, yes, but no panic) but we cannot hose him... And the moment he is wet he rolls. even after rain!!!