Pretty simple, you can't attach leads to Skeletal Horses, which you should be able to, because you can now have them as pats without cheating.
MC-92060
Cant attach lead to Skeletal Horses
Resolved
Duplicate
0
Rowan Daly
(Unassigned)
Unconfirmed
Minecraft 15w44b
Retrieved
Thank you for your report.
However, your ticket has been resolved as a duplicate.
This issue has been linked to the original bugreport: MC-75347. You can find or add further information on that report.
Please search before reporting any bugs, as it's likely that one exists already.