I only have a few ideas right now.

• A special monster saddle that rarely replaces the normal saddle as treasure in Nether Fortresses and Abandoned Blacksmith that can only be used with the monster horses. Equipping and riding with a Zombie or Skeleton Horse with this saddle causes all hostile undead mobs (Except for Zoglins, Withers, and Wardens) to become neutral towards the player. However, Villagers, Wandering Traders, and Piglins will run away from you.
• Llamas will spit at any mob that attacks their owner, similar to those of the Wandering Trader.
• Horses, Donkeys, Llamas, Mules, Camels, and Striders can use the sit, follow, and wander commands.
• Special Monster Horse skins depending on the biome they are spawned in. For example, a Wither Skeleton Horse if it spawns in the Nether and a Mummified Zombie Horse if it spawns in a desert.
• Enchantments specific to the transportation pets such as a Frost Walker for Horses, Donkeys Camels, and Mules, an enchantment that makes the Llamas attack better, and maybe a Soul Speed for Striders.