'Cause people would gang up and kill them after they brayed all night and kept everybody up. :)
Sorry, the only ride I've ever been to with a mule in attendance, everybody glared and sniped at the rider because the damn mule brayed all night and only those of us lucky enough to be way on the other side of camp from them got any sleep.
To be fair, I have had similar problems with stallions and just plain herd bound horses squalling all night, but there's just something about that bray that sets my teeth on edge.