We have neighbors who own horses in close enough proximity to make extended target practice sessions with heavy caliber weapons uncomfortable for their horses as well as ours. And if folks with horses moved in near us, we'd accord them some respect in that regard as well. No one bitches about our using 22s and that's just fine and reasonable. Again, a little commom courtesy and common sense goes a long way to keep things civil.
I promote getting to know your neighbors and developing healthy relationships with them. Unfortunately, some people assume adversarial positions all too quickly. I do not know exactly what happened in the horse case, but I have not heard the other side.
Horses that hear regular gunfire very quickly stop paying attention to gunfire. Regular gunfire is good for horses.