As it stands, there really isn't more than a vanity's worth of marginal difference really possible for mounts. Assuming we can even vary in terms of speed vs. treasure-hunting ability vs. mount inventory capacity, these will still be totally individual decisions based primarily on a player's grinding preferences. For a simple example, Gatherers with short log-in times will want the increased treasure-hunting ability so they can make a quick gathering sweep without having to think about node probability or routes. Those who have figured out the routes can take the little extra time with reduced treasure-hunting ability, but return to town less often with a increased inventory capacity. Those specializing in hunting truly rare, distant items, and know how and where to find them will go with the increased speed. Quest-levelers will probably go for increased capacity unless they want to be able to easily find treasure while in the course of hub-hopping. Vendor-all-but-my-best-equipment guys will go for speed. And that, for better or worse, fits the style of the game thus far.
We don't have any active sprint functions, and none at all for our mount. Our jump is non-variable. We don't have mount endurance mechanics. They don't have pain tolerance variables (to avoid bucking). Any armor they get will likely be more stat-based than anything actually useful to a cavalry rush. It does not appear that we will be doing any dual-mounted/unmounted divisional strikes on Imperial camps or armies in the near future. [Ahh, jeesh, just imagine the supply-stealing [via treasure finding], active event item-weight mount carrying capacity [based on what would normally be slot-based carrying capacity], the decoy running [using the speediest chocos], the trampling, the Chocobos tanking or making charge rushes while their riders are dismounted and supporting/leading the attacks... Seems I've gotten carried away.]
Edit: Even if we did say... have horses, chocobos, and Goobues all together, it'd still be best to keep them reasonable, while still able to do different things, but as it stands, we don't really have anywhere where say... the differences in jump would be different enough or fun enough to be worth the loss to sprint speed. And what the heck would a Goobue be able to do in most situations? If it could somehow hurdle on those tiny legs, it'd only go all of four feet. Maybe an automatic step-over of small objects? Outside of combat (where it could be truly terrifying...) it's not going to add up to the other two except in carrying capacity.
Let's take a ravine setting, a race course of sorts meant to test the three, with giant, mount-passable vines spanning the sides in a low-sloping diagonal fashion, and various shelves of ground at odd angles protruding from bottom and sides of the chasm. Some of these features start from ground level, others do not. Some non-ground-lying ones can be reached with a horizontal jump of enough speed; others require a high vertical leap. The wind is slightly stronger above, giving a slight speed bonus. There are occasional remains of rock-slides blocking the bottom that can be difficult for horses especially to get over. There are occasional blocked paths in the sides of the ravine that Goobues can break through if large enough. They provide slight shortcuts.
In such a situation, the different mounts would be enjoyable diverse, but normally they'd probably just be picked based the region's verticality/passability and the users' combat entry/withdrawal tactics. In these cases, the horse and Goobue would have to have at least some small amount of combat ability, and they can still be plenty distinct in that regard. In short, a Chocobo would work damn well for an archer who wants to simply jump up above his prey with little forethought and start sniping (as long as the extra range the mob must take does not take it out of its domain). A horse would work better for someone who sticks to the roads anyways. And a Goobue... well... carrying capacity, and maybe a special to stun things and lumber away...
I think I've accidentally given a lot of fun reasons for having these different mount types instead of pressing their implausibility. Oh well, take it as you like.