If a vegeatble that is normally eaten cooked and normally not eaten raw is eaten in its raw state, one should say shehakol instead of ha'adamah.
I don't think raw horseradish is commonly eaten in the U.S. Many people use horseradish for maror at the Seder table. I see the instructions in many haggadot such as the Art Scroll and Riskin hagadah say that when one says the bracha of borei pri ha'adamah on karpas at the beginning of the Seder, one should have in mind that this same bracha will exempt one from having to repeat this bracha on maror later on.
That would work well if one uses romaine lettuce for maror. But, if one uses horseradish, would that rule work? I don't know of anyone that's saying shehakol prior to eating the horseradish. Are so many people making a mistake, then?