I purchased a horse in Skyrim, and he simply refuses to wait for me. At first I thought it was because I was near a city. But even in the wildest part of Tamriel, it still trots away whenever I stop riding him. I tried with another horse, same thing. They basically act like wild horses when I gave hardly and honestly (kinda) gained money for them. It's not due to any mods, I started a game without any and still the same thing.
So yeah... Any idea how to fix that bug?
Since Patch 1.6, any horse you have bought that gets killed will eventually respawn and head back to the stables. A respawned horse can be mounted and ridden, but will start to walk towards its stables as soon as you dismount. You can still buy new horses even though the respawned ones are at the stables. It is possible to have multiple respawned horses at the same stable. This makes it difficult to identify your newest horse that hasn't died yet.
uesp.net/wiki/Skyrim:Horses#Bugs