That's how we spend the Getting To Know You action (we will never spend) with him. Should boost our relationship nicely when we lap him.
Hm. You're right, I suspect. The closest we'd ever get is something like this:
[] Self-Improvement: Things have been going well so far, but the skills of a Journeyman Grey Mage can only go so far.
-[] Combat Training: You're virtually surrounded by armed warriors of various sorts. See if you can convince one to teach you (choose who).
--[] Gustav is well-known for his ability with cavalry, and as it happens you're
very good with the Shadowsteed spell. See if he can teach you a few things about mounted combat to give you experience and training that matches your magical skills.
Which is, of course, not a bonding action but rather a training action and is about fighting, not racing. Still, it worked out okay for befriending the greatswords (who we need to get back to working with... one day).
Side note, speaking of gaining skills, I am somewhat disappointed that the massive focus on doing investigation, interrogation, vetting, and such this turn didn't net us a single point of Intrigue. All that practical experience avails us not, when it comes to stat gains.