I was talking with my cowboy friend about this after a lesson. My arena does not have a fence around it, but I always enter and exit in the same place because I don’t want Pony thinking that when we’re working in the arena that she can just exit stage left whenever she might feel like it.
His response was that it doesn’t matter. Get the horse right in the head and with you and it doesn’t matter what you do because there won’t be the outside distraction or idea of wanting to leave you or what you are doing.