"I imagine that would be painful."

Given the prevalence of saddle sores when riding normal horses, she can't imagine bones digging into your thighs and buttocks would be comfortable.

"But why are there undead horses? Do things normally reanimate in your world after death?"

Is this like bomb flowers. Why must this dreadful place continue to pervert the normal state of biology. Exploding and flaming plants she could grow to accept, but she draws the line at skeletons getting up to run around.