"Really? ...Oh." Luna sounds a little disappointed. It's true, she only knows horses by description and appearance so she's interested in getting a closer look. But there are more important things than satisfying her curiosity right now, like staying alive, and with exactly no experience with animals Luna trusts Sansa's judgement over her own. "I'm sure you're right. Let's go."

She follows Sansa away from the herd, remembering as she does to look around for anything more that might be of interest in the desert. Back to business, then.