I noticed this too! I actually thought we were going to get a walking trail in this pack to have a way for them to walk together. To be fair this is sort of a base game issue. Sims even when not on horses, cannot walk properly together. One sim goes running left, another sim walking slowly behind and a third sim somewhere else when trying to get them to walk together. I always hoped this would be corrected at some point and sims could have an option to walk "together" just like if they were on a trail.
Now I'm wondering if we can take these horses on the trails we do have... I haven't tried it yet but it is a bit disappointing overall.