Here's a thought, why not use teamwork to accomplish your objectives, instead of getting off your horse. Beyond that horses wander, if your teammate hadn't grabbed it, it would have wandered towards people who would think "Why is a horse here" and slaughtered it, or towards a clever flanking enemy who would then proceed to have a field day. At least a teammate is using it for the common good.
I don't drop my weapons then complain when people pick them up. Your horse is a part of your equipment, getting off it and walking away is the same as dropping a desirable sword on the ground and walking away.