All Horses are:

Prey animals, meaning they are potential lunch for a predator (keep in mind that humans are predators)
Flight animals, meaning that flight is the number one way the horse does not get eaten by a predator
Claustrophobic, meaning horses are inherently scared of enclosed or tight spaces because they cannot flee their attacker
Lack depth perception, meaning they cannot tell a dark spot on the ground from a hole they will fall in to, making them easy food for the predator
Herd bound, meaning they need to be with a group of horses to making it easier to stay alive

Horses are herd animals and are not "designed" to live solo! Horses rely on their herd and the hierarchy of the herd to stay alive in the wild, and to stay emotionally and physically healthy as domestic animals.