This is a good point, but consider: mules can also go places horses cannot. In order to take advandage of the properties of this level of terrain, you will need articulating ankles/"feet". Note that these robots lack this critical element of sophistication. It is the footwork of the mule which seperates it from the horse.

Ha. Now we know why the Imperial army's huge lumbering ATATs have legs instead of wheels.

But what about caterpillar? They can go literally on any terrain. Even on Mars :)