Bug or wtf happened XD (kinda spoiler)

On the quest ‘’ At your service my lady’’ Horse I supposed to obtain died and quest was canceled, I just left him few meters from me to go check out something and quest went canceled (It wasn’t my first climbing down of the horse and leaving him and I did learn the song) wen I came back he was on the floor dead, I could take the loot, but there was like heavy breathing sound coming from him.
Anyway, if it is not a bug, why he died because we haven’t been in any danger!?