I honestly don't think having a halter on is that big of a deal AT ALL. All of my horses have halters on 24/7. I think it is actually much safer this way because they have gotten out before, and if we hadnt had halters on them, who knows that wouldve happened? And horses do get tangled, as said above. It's part of life.
Also, have you tried thinking about other posibilities, such as maybe the horses are boarded there, or its a rescue place, or they are just trying to find homes for horses that are already skinny when they get them? Tey to be more open-minded about the situation, because being pessimistic never gets anyone anywhere.