I was working my way through the thieves guild quest line and was supposed to meet Mercer outside Snow Veil Sanctum to begin that quest. So I figured I would fast travel to Stillborn Cave and ride in from there, however when I get there all hell breaks loose. I am attacked by three wolves, two bandits, two Ice Wraiths, and one very pissed off dragon. So I rode away from the battle in order to protect my horse, of course as soon as I dismount Varn Tarl Sogan's Horse decides to become a Dragon Slayer and charge off into battle. I run to his rescue and barely take down the Dragon before he is killed. As soon as the Dragon is dead my horse charges after the Ice Wraiths who had been busy killing the Bandits and Wolves, in order to take them on as well. This time my Horse isn't so lucky and he is killed before I can take out both of the Wraiths.
I am not asking that horses be made unkilllable, or not have the horse just stand when he/she is attacked. I would just like to be able to protect the horse by keeping him away from the battle before I go off to lay down some serious pain. If nothing else at least make it to where the Horse doesn't charge into certain death against enemies that are much too powerful. the way it stands now I have stopped buying Horses, because I hate throwing away a 1000 gold that could be spent elsewhere. That is a real bummer too, since I like to loot everything I can, and weigh myself down with more than I can carry quickly. I have never worried about it until my horses started dying more because I am exploring the more treacherous places in Skyrim.