Valtteri Bottas was on course for his first victory of the 2018 F1 season at Sochi before obeying a Mercedes instruction to let team-mate Lewis Hamilton through.
Horner said no one should have been surprised that Mercedes deployed team orders at this stage in the world championship battle, and admitted he would have done the same thing.
But he felt the way Mercedes' stance appeared to change from what it had intimated pre-race was odd.
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"From what I understand Bottas wasn't particularly happy," said Horner.
"But you would have thought they would have discussed the scenarios before the race.
"It shouldn't have been a surprise. I'm surprised it would have been a surprise to anybody.
"It's very easy to forget that F1 is a team sport. The drivers ultimately drive for the team.
"What was I suppose slightly confusing about that is that it wasn't all pre-discussed and agreed going into the event."
Horner was adamant that he would have made the same call as Mercedes motorsport chief Toto Wolff.
Hamilton went into the Russian GP 40 points clear of Sebastian Vettel and is now 50 ahead.
"In that situation it only takes a couple of DNFs, and you are fighting for a world championship," said Horner.
"It's a constant battle between a drivers' championship and the self interest of the drivers and the collective interest of the team.
"So you can understand the rationale behind it. It just sounds like the execution wasn't pre-discussed."
Asked whether the events of Sochi might have a detrimental effect on Bottas's morale, Horner added: "Sure, but it's very clear what his role is this year.
"You don't have to be a rocket scientist to work that out."
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