Horses and donkeys can mate but they produce a mule, which is always a sterile animal. this means that they cannot produce viable offspring and are isolated.

They are genetically and reproductively isolated. For the mule the specific isolation mechanism is termed as "Hybrid Inviability", where the postzygotic isolating mechanism prevents the hybrid from passing on their genes. A zygote may form with the sperm and egg, but the embryo will dies after a few cell divisions. The genetic information from male and female parents is insufficient to carry the organism through morphogenesis. *There are rare documented cases of a mule producing a viable offspring. 

That means that they cannot produce viable offspring and are reproductively isolated.
This occurrence make them not mating with each other to prevent weak offsprings that wouldn't be able to survive

hope this helps