My first response to this question was none… but then I reflected on my own experiences and yes, I have fed horses treats—just not commercial ones. There is an advantage to offering a treat; there is a bonding factor as well as the benefit of a reward for some training response. Of course, there is that feel good sensation.
When I was a kid, peppermint candy—particularly leftovers from Christmas—were used as a treat for the horses. I worked with a horse named Jody Grey during my youth who would reach into my coat’s kangaroo pocket looking for that peppermint candy when I arrived at the barn. I must admit it was fun (though at times a nuisance because he never gave up). Another good treat experience was during my packing/wild horse tracking research and outreach programs at the university; I used my lunch leftovers of orange peels and apple cores as a treat for the horses that I rode.
Bottom line: I wouldn’t spend the money on commercial treats. Cut orange peels into half dollar size or share an apple.