That the people who did the animation have no idea how a horse actually moves ... their motion is usually all wrong and every freaking one of the horses I've ever seen in a computer game crossfire. So annoying.
Witcher 3 does horses (almost) right! Roach, and all the other horses for that matter, moves like an actual horse (aside from literally never changing her canter lead), and once you dismount, she BEHAVES like an actual horse too. She rests a hind leg, wanders off in search of grass or water, flicks her ears about listening for danger....
She's a bit glitchy and sometimes runs straight into trees/fences instead of following the road like any sane horse would do... and when you call her sometimes she spawns in impossible places (I am constantly wondering how on earth she got in/up/over/under/through THERE), but for the most part CDPR did a fantastic job animating her.
(I know old thread but related to this topic of horses in games)
Red Dead Redemption is another game that comes in mind that animated their horses beautifully. I always like watching YouTube clips of those horses just because of how right they look.