The not bringing horses thing north of the wall doesn't really bother me. The terrain can be assumed to not be favorable to horses and they would just be more mouths to feed. After all the wildlings never had horses did they? I assume because it's just too mountainous and lacking vegetation and that doesn't favor horses very well.
That said, a simple meeting about planning the quest could have included a few lines about bringing or not bringing horses and the reasons they elected not to. Another example of moving too fast and not taking care to create a logical story.
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