Pacquiao was unanimously outpointed in Brisbane on Sunday as 29-year-old Horn won his first world title.
"I love boxing and I don't want to see it dying because of unfair decision and officiating," said Pacquiao, 38,
The Philippines' Games and Amusement Board have asked for a "thorough review" of the decision and refereeing.
The body sent a letter to the WBO insisting the "integrity" of boxing should be protected and Pacquiao referenced the letter in his own statement.
"I had already accepted the decision but as a leader and, at the same time, fighter I have the moral obligation to uphold sportsmanship, truth and fairness in the eyes of the public," said Pacquiao, who also sits as a senator in his native Philippines.
"WBO should take appropriate action on the letter sent by the Games and Amusement Board so as not to erode the people's interest in boxing."
All three judges scored the fight in favour of Australia's Horn, but former world heavyweight champion Lennox Lewis was among those who criticised that decision.
On Tuesday, the WBO responded to the controversy on Twitter and made clear a decision could only be reversed "in a case of fraud or violation of laws".
Pacquiao had a rematch clause in the contract but in the aftermath of his defeat, the former eight-division world champion says he will "think hard" about retirement.
BBC boxing correspondent Mike Costello:
The replays showed the inaccuracy of Jeff Horn. He threw an awful lot which hit only sunshine. Sometimes the aggression is misread. The single factor I would say in favour of Pacquiao from my stance was the cleaner punching. When he was landing, he was landing solidly.
But that doesn't mask the decline in Pacquiao. What was of concern about Pacquiao was that he panicked. He rushed his work and lost his composure, that was striking to me.
Former welterweight champion Manny Pacquiao has urged the WBO to review an "unfair decision and officiating" in his controversial defeat by Jeff Horn.