Why does RMSE increase with horizon when using the timeslice method in caret's trainControl function?

I'm using the timeslice method in caret's trainControl function to perform cross-validation on a time series model. I've noticed that RMSE increases with the horizon argument.

I realise this might happen for several reasons, e.g., if explanatory variables are being forecast and/or there's autocorrelation in the data such that the model can better predict nearer vs. farther ahead observations. However, I'm seeing the same behaviour even when neither is the case (see trivial reproducible example below).

Can anyone explain why RSMEs are increasing with horizon?

# Make data
X = data.frame(matrix(rnorm(1000 * 3), ncol = 3))
X$y = rowSums(X) + rnorm(nrow(X))

# Iterate over different different forecast horizons and record RMSES
forecast_horizons = c(1, 3, 10, 50, 100)
rmses = numeric(length(forecast_horizons))
for (i in 1:length(forecast_horizons)) {
  ctrl = trainControl(method = 'timeslice', initialWindow = 500, horizon = forecast_horizons[i], fixedWindow = T) 
  rmses[i] = train(y ~ ., data = X, method = 'lm', trControl = ctrl)$results$RMSE
print(rmses) #0.7859786 0.9132649 0.9720110 0.9837384 0.9849005