Hell no! I don't think wild horses are apt to drag anyone away really, I guess that song's premise is flawed
First time I saw them was circa '79 in Ol' Virginee on Assateague Island. Got an incredible sunburn that weekend.

I've also seen them in AZ and WY. Some of the hoses I've seen in other western states may have been feral also but I just didn't know it

Here's a table showing those managed by the BLM.