summoning horse near the border can get you out of the map and past the border depend on what render distance you using.

Hey, copying your command didn't work, but retyping your command I saw the issue with your post. You're spawning the horse with its hitbox inside the border, that way you can just walk straight thru (see attachment). So I would say this issue is working as intended.

Corrected command:

/give @p horse_spawn_egg[entity_data={id:"minecraft:horse",EatingHaystack:1b,Tame:1b,Variant:0,body_armor_item:{id:"minecraft:diamond_horse_armor",count:1},active_effects:[{id:"minecraft:speed",amplifier:50,duration:99999,show_particles:1b},{id:"minecraft:resistance",amplifier:255,duration:99999,show_particles:1b},{id:"minecraft:jump_boost",amplifier:125,duration:99999,show_particles:1b},{id:"minecraft:absorption",amplifier:1,duration:1,show_particles:0b}],SaddleItem:{id:"minecraft:saddle",Count:1b}}] 1

you should try that on a flat world it will work better 

Thank you for your report!
After consideration, the issue is being closed as Won't Fix.

Please note that this is not the same as Working as Intended, as this bug report correctly describes behavior in the game that might not be the intended or desirable behavior, but it will not be fixed right now. Sometimes, this is because the issue reported is minor and/or impossible to change without large architectural changes to the code base.

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