My spooky horses want to go see “it” right after they spook and then stare at it for awhile. Sometimes they want to go right away, sometimes they want to stare for longer, but they’re also likely to spook a few more times before they actually get to it.
What they would actually prefer to do, I think, is run around it at full speed, skidding and bucking, until they’re sure it isn’t going to come after them.