Maryanne’s musings: I think horses love getting dirty.  Did you notice the riders should have their stirrups up about 5 holes? I took photos as reference because I still find the saddle/leg/boot bit tricky BUT I took the photos after a dressage lesson. Ah well. Oops.
Personally I wouldn’t care how much mud I got covered in, so long as I got a clear round 😉