When the first horse that I really put an effort in the game was killed, there was something traumatizing about it. I still remember when it happened. It was just a random ambush in the woods, not even during a story mission.
It felt a bit too real, its weird. I've never had that eXperience in a game before. Its like losing part of your progress but in a much deeper level. Its why for me, I can't fully enjoy RDR2, its like I always have to stay caution especially with my horse, if its gonna be killed in an instant.