It’s not uncommon for SH to get algae on them. In most cases it won’t bother them, in the wild it may help to camoflauge.
The remove, I use a soft brush(paint brush, basting brush), and gently sweep it off.
Aglae, comes from nitrates, nitrites and excessive nuitients in the water. Water changes may help to keep the levels down and the algae off your Horses.