Just this act itself was already a violation of the Heavenly Rules.
After Heaven and Earth were severed, the immortals and mortals were differentiated, and humans and gods no longer lived together. Extraordinary creatures like heavenly horses were strictly forbidden to leave Heaven and venture to the mortal realm on their own, in order to prevent them from causing harm to the people.
The power of the gods was too strong, easily changing the natural world. A careless move could lead to countless common people suffering disaster.
Therefore, Zhuan Xu, the chief of the Five Emperors, exerted his Divine Ability to sever Heaven and Earth, ensuring that the gods and humans each carried out their duties without interfering with each other.
Sun Wukong's act of bringing the heavenly horses to the mortal realm, regardless of how it's viewed, was a violation of the Heavenly Rules.