Changing leads has always been difficult for me also. Maybe, it's because I've always been focusing on other things during a race. It sounds like it helps with a horse's balance during the race.
When curious about something .... resort to Google, maybe this short article will help.
Quote:
... Why is lead switching critical ? A horse will get very tired if it remains on one lead for too long. It is also important for a rider to note if a horse is switching normally, a little late or a little early or too often. A change in behavior regarding lead switching is a signal that something is not well with the horse. ...
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https://therail.blogs.nytimes.com/20...ng-leads/?_r=0