Your idea has a lot of merit. As a breeder who does exactly what you suggest with my own foals after they are purchased, and who raises foals for others, I feel that a youngster should be able to learn to be a horse by interacting with other youngsters, mares, geldings and stallions, if there are any here (depends). If possible, they should be turned out on rugged, hilly land rather than flat pasture so they learn to handle all kinds of terrain. In my experience, this makes for straight strong legs and agile bodies--sane minds, too. Babies need eventually to be halter broke, stand for trims and grooming, lead and eventually load. That's pretty much it. It doesn't need to happen right away.?
I have boarded a sad number of horses here--foals and older--who were injured by early "training", some of it by pro trainers: damaged necks and backs, poll injuries, etc. If you decide to get this baby, try to give it the most natural life possible. You won't regret it.