Dressage horses, and frankly their riders, have a reputation of being highly strung hot-house tomatoes. To some extent, it seems like their environment reinforces it. The horses are often kept confined for long periods, the sport is subjective, the demanding training means that less time can be spent cross-training.
Armani and I go outside for a short trail ride every day in good weather; we go on hour long rides on weekends. We do a lot of cavaletti. He's turned out to pasture 24-7 in good weather. I try to expose him to scary stimuli, "Oh look, let's go eat supper standing on that tarp." Despite all of our work, he can still be reactive and argumentative when he is uncertain. Our instructor says he's "hot like a Trakehner, but bullheaded like a Morgan".
I stumbled on an interesting study Fear reactions in riding horses : a comparison between dressage and jumping horses (2005). If you'd like the spoiler, the dressage horses scored consistently as more reactive. The study brought up a few interesting points, for which, it's hard to really objectively answer. Is it the training, the riders, the horse-keeping, or the breeding? Or perhaps a combination?
I also found this practical article on how to handle a spooky situation on the trail and this more general article on spooky horses.
1 hour ago