Whenever I jump off my horse it disappears into thin air. Not walking away but seemingly vanishing into thin air. Very annoying.
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Thank you for your report!
We're actually already tracking this issue in MC-101247, so I resolved and linked this ticket as a duplicate.
However, that ticket has already been resolved as Fixed. The fix is already included in the latest version of the game (1.15.1).
If you haven't already, you might like to make use of the search feature in the future to see if the issue has already been reported.
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The horses do not disappear, but are not visible. If you log out and right back in, the horse will be there. It may be a matter of updating the local client to the "new" presence of the now separate horse entity?