I agree with Hey I Can Chan, this really depends on the campaign - and on the specific city in question. That's something you should ask your DM.
Note however that on the Pathfinder SRD entry for undead, the list of "Five Things Almost Everyone Knows About Undead" contains the following:
The following are a few facts that are considered common knowledge among civilized peoples.
[...]
3. Undead are invariably evil, as are the means to create such beings.
This list represents the beliefs of most "civilized peoples" - not necessarily the truth or the beliefs everyone, but it does set the default on "yes, it is evil to ride an undead mount" - if that holds for your game may of course vary.
Also, note that skeletons, zombies and many "mount-suitable undead" are allwaysalways evil aligned - so if your mount has 2HD or more it'llwill always register as evil if anybody uses detect evil or something similar on it (and with a moderate aura if it has more than 2HD)...