Tying the rein of a horse around to a saddle horn or the horse's own tail is an old horse training method. Trainers used to believe tying a rein to the saddle or tail so the horse had to bend it's neck to take pressure off their mouth would teach a horse to give to the rein and not fight it, but today we understand it's really just an extremely painful way to sore a horse's mouth and build neck muscle incorrectly from fighting.
This method of tying the reins of a bit around to saddle or tail only teaches a horse to equate the bit with pain: soften and bend to the bit and your neck will ache, brace on the bit and your mouth will be sored- there is no positive lesson for a horse to learn from this exercise. Some people still think this makes a horse more responsive, but it really just makes the mouth so sore for the next ride that of course they are more sensitive.
Before you think of doing this to your horse, tie the top of your head to your knee with a shortened length of rope and see what you learn!