Should have exposed them to helicopters earlier on.
It was said some of the horses would be used to patrol the border, and I'm sure they use helicopters for that, so ideally those horses would have been exposed to helicopters rather than that be their first time, at the auction. Course then there'd not have been that plot twist.
But with budgets such as they are, I'm sure they'd not just be able to bring a helicopter for the sole reason to desensitize the horses.