The bug
Donkeys, mules, zombie horses and skeleton horses cannot be saddled by right-clicking on them with a saddle, but horses can. This is inconsistent.
How to reproduce
Summon a tamed horse
/summon horse ~ ~ ~ {Tame:1}
Right-click on the horse while holding a saddle
→ ✔ The horse is equipped with a saddleSummon a tamed donkey
/summon donkey ~ ~ ~ {Tame:1}
Right-click on the donkey while holding a saddle
→ ❌ The donkey is not equipped with a saddle (its inventory is opened instead)Summon a tamed zombie horse
/summon zombie_horse ~ ~ ~ {Tame:1}
Right-click on the zombie horse while holding a saddle
→ ❌ The zombie horse is not equipped with a saddle (its inventory is opened instead)
Can confirm in 21w06a.