The images stay with you a long time. Worse because the horse lived while he held it, I bet.
A couple years ago I witnessed a fatal pedestrian accident - two people were hit by an oncoming car, both ended up dying, one immediately and one later, and I think it was a long time before I didn't see those scenes play in my head when I closed my eyes.
It has impact, and though I can't feel for the horse any more, it's too late for him, I can feel for those that witnessed it.
I used to work at a trauma ER and saw a lot of injuries and illness. I don't remember many specific instances but I remember the kids that were killed or died. Sometimes I'll see something like a personal item they were wearing or a bike or ball and the memories just pop up. I guess they always will.