I don't know that I'd classify them as smarter than the average horse! There's plenty of times that I've seen them do things that have me shaking my head and amazed that Flame's survived this long.
I've always found it funny that they are/were all so picky. I'm pretty sure that neither QH or TWH are known for being finicky eaters and somehow all of mine have been. Maybe it's a case of "like owner like horse"?
I had to search forever to find a "low fat/sugar" ration balancer that Flame would actually eat. How often do you see an obese horse turn her nose up at grain?
Edit - To second another poster. Take a good look at whatever feed you're feeding before adding ANY supplements. It is easy to oversupplement some vitamins/minerals and the result isn't always benign.