The devs didn't miss anything, that's not how the game works. The horse does not literally go to the stable, it goes outside the city. Unicorns and stolen horses wander off the moment you dismount them, so they don't stay there. The way I do it is when I want to leave a city I fast travel to the stables and my horse is usually there, but only if it's a horse I own, it's never there if I wander from the gate to the stable either. If I do that, it's at the gate.
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A man once asked the Buddha, "How does one escape the heat of the summer sun?"
And the Buddha replied, "Why not try crawling into the blazing furnace?"
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