The Baggies coach is set to take charge of Portsmouth.
Horsfield is now Port Vale first-team coach, with his and Appleton's paths frequently crossing during reserve-team games.
"Good luck to him - I think he'll do fantastically well if he gets the job.
"Personally I can't blame him. Opportunities like this don't come up often and the fact that Roy wants to keep him tells you everything you need to know about him.
"Appy owes a lot to West Brom. They gave him a chance and he's now on the verge of getting a great move but equally I'm sure they appreciate that he has ambitions of his own and wants to be his own man."