Somebody showed me these things the other day.
They're strings of LED lights secured to a horse's tail for visibility at night. Some police forces have started to use them. Are they uncomfortable for the horse?
The answer is...maybe slightly. The lights are secured to a specially designed wrap that goes around the horse's tail, which the horse is probably aware of. It should not be actively uncomfortable for the horse unless it is fitted incorrectly (which, by the way, can be dangerous and cause permanent tail damage).
It's unlikely the tail light causes any real issues for the horse (it may spook other horses until they get used to them), but I wouldn't use one for more than an hour or two, just in case. However, I can't imagine a better place to put a safety light than the tail, which tends to move, making it obvious to motorists that you're there and that you're riding a potentially unpredictable animal.