If you kill a horse or other animal while a lead is attached (between player and animal), the lead does not detach and drop as expected. It disappears but does not reappear on the ground as a dropped item.
If the lead is connected between the animal and a fence, the connecting line between animal and fence disappears, but the part of the lead "wrapped around" the fence does not disappear. Right-clicking on the "wrapped" part then causes it to disappear, but a lead is not dropped on the ground.
This bug appears in all game modes.
Picture: Horse lead on fence stays after animal dies.