Whenever I try to jump over a small body of water with my horse and fall, I go onto the land and my horse disappears in the water

Whenever I fail to jump across a small body of water with my horse, I of course fall into the pool but whenever I go a tad bit onto the land and see if my horse is still behind me it disappears. The horse doesn't drown, swim away or walk away on the land it just disappears while in the water saddle and everything. This has happened multiple times and I tend to lose my saddles and horses frequently.