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Some owners treat their horses like family pets and refuse to put them in a claiming race where they belong for fear of losing it. A trainer once said this about horses, they're not pets. If you want a pet for a horse, buy a pony.
It is different for many trainers and owners. They don't want to lose their horse...because it is hard to replace. Once Engblom, Burke, etc claim the horse it is over. The horse is not the same if you reclaim it. Those are facts like it or not.