First and most importantly, the working partner with whom you end up depends almost entirely upon the training the animal and YOU get.
In my
experience most failures occur when folks get in over their heads with critters. Some figure it out, mostly those for whom the relationship is as important as the work done.
Sadly people and animals can get badly hurt when neither knows what the other needs or wants, and many equines pay with their lives for that ignorance.
Anyway I find mules and donkeys to be less reactive to scary stuff than horses and ponies. That's important when going down the road and barking dogs charge your carriage or a truck backfires. You want steady and calm, not flashy and high headed.
Hanging/relaxed heads, lips and tails are typically indicative of mellow and relaxed while head/tail in the air can be high anxiety and maybe not listening to you either.
Mules and donkeys are also considered by many to be smarter than horses and not suitable for beginners because of their cleverness. That stubbornness they are famous for is really IQ in disguise.
Also donkeys and mules can be less prone to some lethal conditions which affect horses and ponies.
What makes mules or donkeys pull ahead for me is that they are also very good at predator control, and that can be really important on a homestead.
For anyone considering adding a beast of burden to their farm, I hope you'll ask any questions you have.
Equines are surprisingly delicate--I know horse people who wear tshirts which say 'horses spend 11 months getting born and a lifetime trying to die" because boy does that seem true despite excellent husbandry.
Hth, I'm happy to
answer any questions I can.