I'm having this issue as well. I'm playing with 2 foals in a new save in a Chestnut Ridge pre-made lot shipped with the pack. I've played 3 full sim days and neither foal will sleep in the stalls on the hay beds. The beds are still pristine and haven't needed cleaning once.
I've assigned the beds to them but they don't go into the stall autonomously, only if I tell them to, but never sleep there. It's horrible watching them sleep outside in the middle of thunderstorms!
My horses 50/50 sleeping in stalls and choosing to sleep elsewhere. When I lived in the smaller open lot at start of game by one of the horse jumps for whatever reason my horse constantly would go sleep over there in the field.
