A34
In essence, yes the rider "shares" the disengage but it's a bit deeper than that. An opportunity attack only activates when you move out of reach while using your movement, action, or reaction. It doesn't activate when something else moves you.
When the horse moves out of reach, it could trigger an opportunity attack but since it disengaged, that's not possible. The rider can't be targeted either. Therefore, your mount disengaging makes both you and your mount immune to opportunity attacks.
A hit-and-run tactic is perfectly possible with a mount.