I'm betting the horse your BO is refering to was trailered with the hay directly in front of the horse in a manger. On a long haul the horse needs to be able to put its head down to clear its air ways. If the hay is up and in front of the horse then it is breathing that hay dust. Its the position of the hay and the type of trailer. If I had a front manger type of trailer, where the hay is at nose level in front of the horse, then no I would not feed on the road.