She wasn't supposed to die.
She wasn't one of the horses in peril, she was (more or less) an innocent bystander dragooned into service.
And when her part of the story was done, she was tired and scared and cold and hungry and thirsty and was desperately looking for some human to take her back home to her nice warm stable...
...and in a fit of pique The Bad Guy puts a bullet right through her eye.
I didn't know it was going to happen until about three paragraphs before I wrote the scene where The Girls had to abandon her.
(Originally I didn't even know her name, she was just an ambulatory prop, but once I realized she was doomed then suddenly she became a character: Buttercup, an older mare; good, steady, dependable ranch work horse. Really deserved a lot better than what happened to her.)
I didn't even know a horse was going to have to be abandoned until I realized the peril had to be ramped up an extra notch, and my four heroines -- now reduced to 3 horses (two girls must ride tandem) -- needed to have even more problems before the resolution.
So take another horse out of the running (literally) and force the last two girls to double up.
But what happens to the abandoned horse?
And then I realized that the Bad Guy would not -- could not -- let her live.
There is an ugly, cold, irrational rage deep inside him; there wouldn't be a story if he could be bought off as any rational person could.
And that rage would manifest itself at something.
Anything.
An innocent thing.
A thing looking desperately to him for help and hope and salvation.
The Bad Guy, I might add, is a real d!ck.