Yeah, I'm not sure I have ever understood the reasoning behind that policy. The whole purpose of "rescuing" is to ultimately place the animal in a better situation...that is exactly what happens when someone picks up a horse in a bad situation, gives it some groceries, TLC, and training, and sells it to a good home where it can be useful. If one is returned to the rescue, then it is back to where it started from. I'm sure there is some logic there somewhere, but I fail to see it...
I would assume that the logic would be that they would no longer be able to check up on the horse to make sure that the horse is in a good home.