Slag, mules - real ones - are also demonstrably smarter/wiser/cannier than the typical horse, much as it pains me to say it. I've been a horse person all my life.

It could be that a horse bonds more closely with a person so is more trusting of that person's opinions while a mule takes for granted he or she is the smartest one present. I've seen dogs like that, too. *g*