Horses and mules despawning when moving between the overworld and the nether

In my survival world my mule had despawned when moving between the nether and the overworld, causing me to lose all the items inside of it. Because of this I have tried to recreate this issue in creative with 2 horses and 2 mules, both saddled as well as the mules having chests as this is what my mule had. This is shown by the screenshots I have attached. I also made an effort to make the portal a sufficent size as to stop any suffication. I also fenced the area so there could be no way for them to escape

All I did to recreate this was to get the horses and mules to keep going between the nether and the overworld. As shown at the end after I kept repeating this, eventually all the mobs had despawned entierly with no trace of death, I couldnt hear them dying either. Just to make sure I exited the world and then reentered in both dimensions as they may have unloaded.