Its perfectly healthy.

Aside from a deeper sleep, horses will lay down for a lot of reasons. The important part to note is horses are prey animals, so they have evolved to do a lot while upright. Laying down is actually a big sign of feeling safe, and something they may do in fields with other horses they get along with, in a stall if the bedding feels good to them and there is enough room, etc.

The problems are when they are unwilling or unable to get up, that can be a sign of anything from an injury to sickness or a neurological issue.

My wife is the knowledgeable one, this is just s bit of what ive picked up.l

Edit: wife says if the description is accurate, just a silly horse being silly, and since Sugar looks well cared for..... yeah just a silly horse doing silly horse things.

Horses do really well without humans.

BLM estimates there are around 33338 wild horses in Nevada alone.