Since the change to Hard Dismount in Murkmire, EVENT_MOUNTED_STATE_CHANGED is no longer firing an event when you are knocked off your mount by damage.
In LUI Extended I add a buff icon for the player when they are mounted and it is removed when dismounted. I'm almost 100% certain EVENT_MOUNTED_STATE_CHANGED did trigger when you were knocked off your horse with isMounted = false before.
I also submitted an ingame ticket for this.
Video with Zgoo event log:
https://www.youtube.com/watch?v=ZUmPCtMxYVM
EDIT: Update - this also occurs when using crouch to remove your mount. No event is triggered.