Other mistake: The Mustangs in the pen at the end are "wild" Mustangs taken from the Indians. When they are released from the pen, the camera shows them running. The sun shined on some of their hooves and they are shod (wearing horse shoes). Indians don't shoe their horses. They would not have shoes if they were truly wild or if taken from the Indians and there were too many in the pen to assume that the soldiers would have shooed them.
Hidalgo (2004)
1 other mistake
Directed by: Joe Johnston
Starring: Viggo Mortensen, Omar Sharif, Louise Lombard, Zuleikha Robinson
Continuity mistake: Near the end of the race, Hidalgo collapses and there is blood in his nose. Then, when Hidalgo has gotten up and is running full out towards the finish line, there is no blood there at all. In the next shot, there is a pinkish trickle of blood that goes about to Hidalgo's chin.
Frank T. Hopkins: Nobody hurts my horse.
Trivia: Viggo Mortensen liked the horse that was used in the movie so much that he bought it.
Answer: They take the camel roads, which are easier (and faster) to navigate.
Xofer