Your horse can quickly double his height is he is startled and he rears--in an unfamiliar environment, horses might be more prone to rearing, especially if enclosed in an open space with other horses.
Take a good look at the roof of your garage and think about what might happen if your horse rears even briefly. If it's like mine, the potentials for injury are overwhelming--lights, garage door supports, garage door opener mechanism...I also have glass windows in my garage, wouldn't want to let horses near those. My floor's concrete, would be really hard on their feet and legs (and slippery in the event of a fight or spook, particularly slippery in pee spots or on fresh manure).
I have considered bringing my horses into the garage in the event of a hurricane (or major storm) with flying debris. If it had gotten to that point, we'd have remained in the garage the whole time to supervise and try to keep everyone safe. There's nothing else that would make me use a garage for shelter.