See title. Per the rulebook, the Horse should not return to the supply pile when played as a Way.
I don't see why this should be incorrect.
There is an example in the rulebook with Way of the Sheep, but Way of the Horse explicitely tells the player to return the card to its pile.
If you have another part of the rulebook in mind, please say which.
You are right...I didn't see that part on the Way! thanks