I had this too.
In general, this happens all the time when leveling up pets and thralls: unless you manually drag the food icon into an adjacent cell, it will not be spent, even if a large gap in the vitality scale takes a long time to fill.
Please take a look at this topic and join the discussion. I have compiled a comparative table of the improvement of normal and broken horses.
Currently, any companion is healed from the food that is listed in his inventory. If he does not want to eat, he must be exposed to attack so that he receives damage and has an incentive to spend food for healing. In a pinch, it helps to take food from his inventory and then put it back.
The first feeding is best done before you equip the saddle.
You can also mount a horse and jump off small cliffs so that the horse gets damaged and eats.