Yeah. I was fuming...I didn't want to steal a horse because the bounty system is broken but I didn't want to spend 15 minutes walking back.
It's funny because Assassins Creed is literally the complete difference than Red Dead 2. You can fast travel anywhere on the map once you sync the viewpoint up. You can bring back your ship at any port on the map in about 15-30 seconds and some locations (like the fighters arena) are fast travel points automatically once you visit it.
You can always whistle your horse wherever you are and you can even set arrows to autocraft if need be.