Yes. Herd bound behaviour is natural for horses. Being part of a herd is essential for survival. If your horse is showing anxiety when you work with him away from other horses then this is an indication that the horse does not feel secure in your presence. Ground work to develop a relationship through trust, security and consistency then transferred into ridden work will help to eradicate this issue. Learning to focus your horses mind on you and the task at hand is essential. A horses feet will always want to go where his mind is. If his mind is on the herd, he will try to do anything physically possible to get himself back to them. If his mind is on you, he will be more attuned to your cues and ideas.