I still have the problem and do not use full screen mode at all. I do not think the issue is related.
I am also experiencing this problem. Horses can pivot in place and jump but will not respond to wasd movement. I've found that dismounting and remounting the same horses 4-6 times will usually allow you to start moving on the horse again.
I still have the problem and do not use full screen mode at all. I do not think the issue is related.