I'm a vet student so know a little bit about this.
You are forgetting the one big issue here- we have a 500-600kg animal that is essentially walking around on stilts (seriously, look up horse anatomy- it's crazy, take their musculature for example- ALL of it is in the upper leg). Getting something that would even allow them to walk would be a miracle, let alone run.
Then you have to consider their temperament... And the fact that 'training' them to use a fake leg would take months. Horses simply weren't designed to stand still or recover.
Plus, the research isn't going in that direction, we're still battling with tendon issues. In fact my Uni has just published a paper a buddy of mine was working on involving injecting DNA for tendon injuries.