It is very illegal in PA to dispose of a horse. They have recently added a few options to make it slightly less expensive but you do need a rendering person. Burying a horse in PA is illegal. Burning a body is illegal. If your site is inspected, I believe they will allow you to 'compost' a horse though.
Back to the OP, I think some people get in over their heads with horses and just need them gone. No quicker way than to send them to the auction. I personally have no problem with auctions or slaughter. I've gotten some great horses at auction. As far as slaughter goes, I think there are so many horses and not enough homes. The surplus has to go somewhere. Not everyone can afford to keep a horse through thick or thin.
Off Topic but...some horses are at auction and on the meat truck for a reason. Some are dangerous, sick, injured...etc. If it is a horse that you aren't attached to, what difference does it make if you put it down in your field or the slaughter house does?