I've seen groups like this, living off the grid, begging for money, supplies, or rides, just traveling from city to city. Calling them "gypsies" is laughable because I have yet to see a healthy, self sufficient group. The groups I've seen are traveling panhandlers at best. To each their own though.
As for the horse being tethered on the side of the rode? What is it tethered to? I mean, if it's something solid, and the horse is trained, he might not be going any where any time soon. I won't complain if the horse is well taken care of. People do stupid stuff all the time, why would this time be any different? But if the horse is in bad shape, and tied to like a tire that it can drag with him? I'd call a rescue or animal control.
Think of it not as a failure but as a success in how not to do it.
Don't look in a horses mouth for a gift.