What a great photo!!
I (unfortunately!) don't know much about donkeys, other than that some horses love them and some are terrified of them. My friend found a stray one once, wandering down the road, and it was really interesting seeing the different horses' reactions!
The oldest, quietest, most reliable horse on the property was terrified of it! Even after it was returned to its owner, this old mare was paranoid that it might still be there for several weeks afterwards.
The funny thing was that the spookiest, most difficult to handle horse on the property absolutely loved the donkey! They were hanging out together and grooming each other over the fence!
If your horse loves donkeys then I see no reason not to get one