Just why???

I was on the Penelope Braithwaite side mission where you escort her to the train station. I got to the train station and killed their cousins but my dumbass horse was following me through all that and just ran into the train while the train was turning. I wanted to go back and make sure she was okay but her stats were replenishing and I didn't get the "your horse is dying message" so I thought she'd get back up by herself. So I finish the mission and the lifeless body of my horse just spawned in. Didn't know what to do, don't know if I was sad, angry or both. I just took the saddle and kept on walking. Thought about loading a save but I have autosave on. Dunno what to do. I am about to do the 3rd Hamish Sinclair mission, so maybe it was meant to be or something?