What does Maven want

Horses do the following:

• Allow for faster speed and have increased stamina for sprinting.
• Mounting a horse while over-encumbered allows for fast travel. (very useful)
• Can distract and attack enemies if provoked.
• Allows for climbing extremely steep slopes such as mountains.
• Will fast travel with you to places if lost.

As far as keeping a horse alive, it's hard, like you said. Shadowmere is a special horse with much more health and he respawns 15 days later if he dies.

I played the entire game without a horse. They're not required for any quests and aren't really worth the headache, in my opinion.

Edit: There's also the glitchy entertainment value.

There are some bugs with Belethor's general goods shop.

From the wiki: Occasionally, Belethor will display a blank inventory with neither the option to buy or sell. It is not known what causes this and the bug is permanent once it occurs. This bug is fixed by version 1.3.1 of the Unofficial Skyrim Patch.

Belethor's shop will often close the moment you leave no matter what the hour, and may not reopen until after his inventory resets. This can be particularly annoying if you buy a high gold item intending to return with goods to trade the same day. Similarly, you may not be able to return to acquire an item seen before the reset occurs if you leave to get goods to trade. The standard wait for reset often results in his shop still being closed regardless of the time of day. Waiting nearby in one hour increments may fix this