This is a very interesting question. All horses are different and some are more independent than others. But the fact remains that horses are herd animals. They are used to being around other horses and they get a sense of security from that. In the wild, you would never see a pack of horses flee in different directions. They always stick together or break up into smaller groups. Whether those natural instincts and habits translate to a more domesticated setting is an interesting thought process, but if your horse is acting stressed when he’s alone, I would recommend trying to move him to a place where he can have some friends. Maybe it helps!