Wild horses are constantly wearing down their hooves on rough plains, rocks, gravel. Just like our own finger nails, if you let them get too long they split, can lead to infection etc. Trained horses on the other hand have relatively soft stables and paddocks so their hooves don’t wear the same way and periodically need to be trimmed. Working horses on the other hand (like mounted police and draft/carriage horses) spend a good chunk of their day on pavement which would wear down their hooves too fast, hence the shoes.
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