I have no idea if horse, donkey, and mule eggs should come by themselves, but is it necessary? I have no idea what to do with it, but yesterday I was searching for donkey and mule eggs (ALREADY SEARCHED FOR HORSE) and nothing was shown. And when I tried to check if the horse egg also spawned mules and donkeys (I TRIED OVER TWENTY MINUTES) no donkeys/mules were spawned!! And I DO KNOW what mules, horses and donkeys look like!! Is that okay!?
Donkeys and mules share the horse spawn egg.