I am generally against monster races, and the monster-ier they are, the less I like them. Kobolds are a good example of a monster that I would allow, because the world is full of kobolds. You see them everywhere, they are virtually always evil, but you see them. Human NPCs would likely comment/discriminate against a Kobold in a game I run, but I would make that clear to a player wanting to play a Kobold in character creation so s/he didn't feel punished for the choice after the game started. Talking horses? not so much. An innkeeper aught to be shocked by an Illithid cube wanting to rent a room. Drow are attacked on sight. Dragons cause people to flee in terror. The monster race rules lay out rules in case people want to use them. I don't think races in particular must necessarily be included just because they are stat-ed out. DMs put a lot of work into the game, and we often have an idea of how we want our game to play.
Lets turn the question around. Steve finally finds a game he can play his Horse in. Everyone is shocked he can talk. None of the shopkeepers will sell him anything, and he doesn't have pockets anyway since he's a Horse. The Innkeeper tries to stable him. Is it fair for a DM to let someone play a very exotic race and then have a bunch of in game negative consequences? I don't think so. I think that takes away from Steve's fun. Should Horses be stigmatized in Golarian? I think so. I think Horses are weird. I think people should think Horses are weird. I know it's a high fantasy game, but even fantasies have and should have limits. Without any limits on what to expect, you have no way of anticipating how the world works and making rational decisions.