This one is slightly annoying, especially if your overloaded and need horse to fast travel.
Your riding along with your newly purchased horse, and WHAM! giant or dragon comes and kills it.
Now here's where it gets annoying.............
If you steal a horse, it will travel back to it's original location. That one is understood.
If your horse dies, you can go back to the stables where you bought it, mount it like you own it, and ride off. However, If you dismount, the horse will start its journey back to the stables. The only way to get the horse to stick around is spend another 1k gold.
Annoying but workable if you guys get this issue.