Let's say, my PC is a human cleric of demons, and I have created an undead horse as my mount. It's great, because the horse does not need to sleep, nor feed, and it does not become fatigued. So riding long tracks is quite easy. The horse is in disguise, so ordinary people will see it as a normal horse.
But when I enter a civilised city sitting on it, and some cleric / wizard or similar would do a "detect undead" on the horse, it would be recognized as being undead. So, is it probable that the city guard would stop / arrest me for riding on an undead horse?