Maybe hostage was the wrong word there, I don't mean it like she's got a gun to Peony's head and saying "Bring me my horses or the idiot dies!"
More that she thinks she needs to posses him like she did in the games so she can communicate with the MC and get him to help, the MC goes along with it since he needs to find the horses anyway
That sounds like her, plus it can be the way she gets to full strength is how full of cum she is or she is horny all the time and can concentrate on work when she has a horse size dick in her. She will still be attached to Glastrier and Spectrier but say she found a real stallion with the MC in her.
The best word to describe her possessing Peonys body would be a "willing vessel".
