Horse no longer exists. Only AT-AT.

The only other source I can find that claims the horse got upset when the costume was removed is this reddit post https://www.reddit.com/r/pics/comments/aymnhv/a_man_in_indiana_made_an_atat_costume_for_his/

Like a commenter on Reddit stated, none of the many articles about this say anything about the horse wanting the costume to stay on. At best, the horse just didn't care.

Still a cool costume.