Horses are leashed with 4 leashes from Happy Ghasts

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Thank you for your report!
However, this issue is Working As Intended.

The behavior you have reported is working as intended: Please refer to the 25w16a changelog, which is quoted below.

Boats and large mobs that can be leashed, but cannot fit in the boat (Horses, Donkey, Mule, Camel and Sniffer) can now be leashed in a special 4-leash configuration to the Happy Ghast

Please note that mechanics of the game may change between updates.
Things such as graphics, sounds, world creation, biomes, redstone, villagers, and animals may not work the same in current versions.

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I thought it was only for boats