I don't think the lack of a background is a problem for this piece, but I can see that it would get old to always find yourself wondering what to do about backgrounds.
A couple of thoughts: Why do you treat the background any differently than the subject? You started from some scene or image, I suppose. What made you pick the boundaries of the horse's head as where you'd leave off rendering?
If you always work by painting the 'subject' as an object and then trying to fill in the background, you'll always be in this predicament. Especially since you do such thorough rendering; any loose work you tried to add around the figure at this stage would look completely inappropriate.
Try developing a whole piece at once, especially in the early stages. All those loose light setup lines and massing things you do in the beginning... do them to the whole scene, and then develop the full detail in only the parts that interest you. Experiment a little. It doesn't have to be perfect and accurate; in fact, it's much better if it isn't, because the quirks and irregularities of those sloppy setup lines and adjustments are a great source of warmth and energy.
There's a lot of proficiency in this picture, but not a lot of you. Maybe you can use this background issue to 'loosen up' a bit stylistically. You wouldn't want a fully rendered background at this level of contrast and detail for the whole surface. Something more sketchy will have more of the character of your feeling in it. Doing that honestly, from when you start drawing, and then applying the full monty treatment to the important parts by continuing your process selectively, might start you seeing lots of ways to tackle this.