That's fucking weird. I've heard of people driving out to the country and letting cats, kittens, dogs, puppies, ferrets and rabbits loose, but a horse
You might want to call the SPCA if you haven't, too.
It was wearing a halter, right? Not a bridle (if it was wearing a bridle that's scary, images of somebody lying on some trail somewhere). Clearly it busted out of somebody's field but who the hell doesn't notice their horse is missing?? Unless the owners left the horse in a field to forage and went on vacation? Shit, we'd never go out of town and leave the horses unattended (which is why I never went on a real vaction until I was able to afford/finagle one myself in my late teens) but people these days, who knows