Absolutely. Start buying supplements, including probiotics. That shouldn't be happening.....and give it some time, weeks, to correct itself. You can have a dozen horses on the same diet, and one is suffering from deficiency or insufficiency of something or other but the rest are fine. In humans, we now know that genetics play a huge role in each individuals' ability to obtain certain things from a normal diet. So this is no criticism of your horse care. He just needs more of something than most horses do, and it will take some sleuthing to figure it out.
A good multivitamin/multimineral supplement is a good place to start, also look at selenium/E (if you are in a selenium-poor area, or if your feed comes from a selenium-poor area.....a lot of areas are!), and probiotics. I would probably put him on all three at the maximum dose for three to six months, and then reduce them one by one to see what the culprit is. It takes too long to do it in reverse, give him one supplement for 3-6 months to see if it is the one, then try the next one. It will be a couple of years before you figure it out that way.