I came upon an interesting quote after going down the rabbit hole on a variety of subjects. While deep in the data, I came upon this quote
oat and farm animal owners likes to have mules with their herds because donkeys or mules will actually attack predatory animals such as foxes and coyotes.
Which raised quite a few questions in my mind. I was able to find additional sources as it relates to the predisposition of the given species.
Seemingly, donkeys and mules will act aggressively in confrontation with predators and attempt to attack to the point of killing many of them. Is there something about the physiology of a donkey/mule that makes them much less timid? Perhaps body structure? Seemingly a horse has equal or even better tools to try and defend itself.
Here are the sources (the first 2 are not the most authoritative by any means):