The only horse we have that is remotely hard to catch is Mom's trail horse, but we bought her in her late teens, so she'd already learned the habit from previous owners. Usually a few laps around the pasture without me even walking very far is enough for her to sigh and allow herself to get caught, and she always gets some adoration every time she gets touched.
Everyone else we've owned from birth I can't get to leave me alone when I go out with them!