My herd would do the same thing. Except our donkey would have broken the toy much more thoroughly. I agree that it wasn’t a wild group of horses. Obviously a well-fed group and a donkey buddy. It’s funny how people think any horses out on range land must be wild. Nope. Government leases mean that ranchers can use the land for livestock; including horses.
At that price tag, I wouldn’t worry too much about drones over your farm. Besides, even a little BB gun would take it down pretty quickly.