Yes, any of them can turn around. The problem is that, often times, horses in the habit of turning around - especially if they are nervous or difficult travelers - begin spinning and rushing out when allowed to turn around. This leaves the person at their head vulnerable to being slammed against the trailer wall or even run over in the process. I have seen some ugly wrecks from these types of situations. Depending on what surface you’re unloading on, the horse may also be at risk for slipping and falling if it jumps out instead of quietly stepping out.
Conversely, when you are backing the horse out, you are in a much safer position during the unloading process. It is the rare horse that will rush back into the trailer while unloading (though I have seen that, too - never say never!).
If your horses are very quiet and mannerly, then the unloading method matters a lot less.