Horses and Similar Pets are dissapearing when leaving it

I should descend my Horse and it stands where I left it, so I can ride it again.

But it dissapears right the moment I dont sit on it anymore. It despawns!

Once I tryed to Jump over a small river, I got descended automaticcaly, and my Horse despawned. Thats the way I lost much of my Stuff (saddles, Horseamour, and ofc. my horses etc).

Once I just stopped in the forest, putted down a Bed to sleep because it got dark, and puff! Horse gone

I cant find them anywhere, tryed to find them by Using /gamemode creative and fly arrount, but they are nowhere. It happens too if I ride the child of my Donkey and Horse (I dont know what these are called in english)