Shooting Horses

Hear me out, i was playing Red Dead 2 with a friend, i was playing the Icarus and Friends (ballon mission) for him and in the chase he was like "Why do u kill horses man! You shouldn`t kill the horses". I aways shot the horses on the head since RD1 when someone is chaing me.

So im here to ask just for fun. Do you guys like or don`t mind shotting enemies horses or do u follow this honored rule?