https://www.cnet.com/news/red-dead-redemption-2-really-wants-you-to-love-your-horse/

In Red Dead, however, the bond between man and horse is meant to grow over the game's 60-plus hours. Spend more time with your mount, keep it clean, keep it safe and calm, and it will reward you with new abilities.

Well-trained horses can strafe from side to side with ease, carry a deer carcass back to camp or learn various dressage tricks -- the latter may not actually be all that useful when robbing trains. More importantly, the more your horse trusts you, the further away you can get and still whistle for him to appear and whisk you away from danger.