Albino Nekko has abandonment issues??

This oversized bird horse refuses to stay in the stable. I've tried swapping stables, swapping nekkos, swapping nekkos THEN stables, nothing works. I get to a certain range away from it and it bolts out the front door and tries to run off. It only does this when I try to walk away. I'm having to stand right beside it right now to type this, and no one on the entirety of Google has an answer for me. What kind of horse therapists can you find on Koboh?