the hero talent “On a Paler Horse” does not work in Horrific Visions. While you can use your mount outside of combat, as soon as you enter combat, you’re automatically dismounted—even if you’re still outside. This renders the entire talent ineffective.
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Hey Leonid,
I’m not seeing any known bug with this spell, however if the issue persists, please do report it to our developers, and they’ll be able to check this out for you. 
Bug fixes are usually published in our Hotfix blogs and patch updates, which can be found in the News section of the main site.
Thank you!
If druids can freely shapeshift into mount form and run at full ground riding speed (outside of combat) inside of the scenario, I objectively see no reason why the DK talent should not work.
However since the main mechanic in visions is sanity loss, this may have been a deliberate design choice. At the highest difficulty level with strong gear there is little challenge to killing the enemies so it is more about time management while moving around between objectives and often backtracking.
Which means that travel speed is everything and in my opinion it is a bit unfair to have one class which is already highly resistant to slowing effects to be moving around at double the speed of other classes.
But then again we have DH and Monks who zip around the map unrestrained and automatically heal themselves whenever they kill even the smallest of enemies. Meanwhile, all the casters are turning in their graves.