[Kristoffer O]

Magical beings require magical leadership. If left without leader they rout or dissolve.

Horrors are magical beings, but of a special kind. They are made (like lammashtas and ashen angels) to continue fight regardless of leadership. Otherwise they would rout instead of attacking whenever there was a horror attack as they are not commanders. This feature might be considered a glitch, but it's not a major problem. Few people wish for lammashtas and Doom Horrors are often made commanders anyway.