They're talking about a horseshoe on a horse which was being used to deliver an important message
However there are plenty of real life examples of a single small detail causing outsize impact. See: https://en.wikipedia.org/wiki/Alaska_Airlines_Flight_261
It's kind of absurd to think otherwise.
You want to ask whether the system needs to be tracking nail quality if the kingdom relies on nails that much. You also want to be asking why critical information is being sent by only one messenger.