When working with horses or other animals it can be so useful to work with positive reinforcement that includes working with treats. You can connect this little bag on your body and you can fill it with treats (or something else) and you don't need other pockets or to make your pockets dirty with filling them with treats. In this way your horse would also show less interest in the pocket of your jacket as the connection between food and your pocket will be different.
A very helpful little bag that doesn't weigh a lot at all. Really useful for your own training, but also a great product as a gift to someone.