On the physical side, the mule has a narrower body than a horse of the same height and weight. He gets this from the ass side of the family. His legs are strong and his feet are small and neat. This narrow structure and small hoof configuration enable him to place his feet carefully and neatly. A mule will trust its own judgement before it trusts yours.
Mules incur fewer veterinary expenses.
It seems odd and unprovable, but to the confirmed mule owner a horse seems to be a vet bill waiting for a place to happen. Hybrid vigor accounts for a good deal of the mule's sturdy health. The toughness of the ass accounts for the other aspects. Perhaps the instinct of self preservation that shows up in such diverse ways as not drinking or eating too much when hot, or not panicking when caught in barbed wire, accounts for the rest. Mules don't look like horses.