As the animals get more work on the trail, they toughen up and tender spots on their hide aren't as likely. Light loads early on also allow the animals to recover their balance more quickly when their packs bump into trees and other obstacles along the trail. You can hardly get a good mule to run into something. They're able to gauge their pack. They're pretty sharp that way.
Mules are more so that way than horses.
I think mules are definitely smarter than horses. In the outfitting business, the horses and mules must also be willing to work at night. Montgomery, who guides hunters during the fall archery and rifle seasons for deer and elk, believes hunters who have paid for a guide should get a full day of hunting. So Montgomery usually doesn't leave a hunting area until shooting light has faded away. Then he leads his horseback-riding hunters back to camp in the dark.