Thanks for the great replies everyone. I can see a DM choosing to hand-wave the issue and only require one role from the rider to make things simpler. However, I see nothing wrong with my ruling, either.
If a mount is paralyzed can he still act on the rider's turn just because the rider isn't paralyzed? No. Can a mount become paralyzed? Yes.
If a mount is dazed can he still act on the rider's turn just because the rider isn't dazed? No. Can a mount become dazed? Yes.
If a mount is surprised can he still act on the rider's turn just because the rider isn't surprised? I say no. Can a mount become surprised? Well, if it can become surprised when it is alone, then it can become surprised when it has a rider. It doesn't magically gain immunity to surprise when someone climbs onto its back.
In my campaign's case only one of the characters is mounted, and the foes are rarely mounted, so the extra roles/time issue isn't really a factor for me.
As it stands, I see nothing in the RAW that makes mounts immune to surprise, and since it doesn't specifically say how to handle mount surprise that leaves it a Rule 0 issue.
Thanks,
Atavar