Oh so here did you hide the discussion about it, was looking in the "War-steeds & Mounted Combat" section every now and then...

I can confirm that Conog and Shaguk are immune to "Disengaging Strikes", the light steed trait; the combat log clearly says so.
Happens on my Captain and my Burglar, the latter now feels even more useless these days, didn't think it was even possible.

Warband design somewhat sucks, in my opinion you don't make a good challenge by making most powerful skill ineffective so you don't have much left you can do besides zerg them, they need to find a way so we actually have to use our powerfull skills effectively and still have a challenge.
It just feels like band-aid challenge mode to make Conog dismount immune and at the same time make him able to dismount+stun players at insane rates and hand out ranged poison dots to random targets like mad. He even seems to chase random targets, he clearly followed me several times despite having a different target, and guess what, Feign Injury didn't change that either.