because the Epistles are regarded as inspired, and equivalent to the word of G*d — as has been told to me by a church preacher — as a result of the alleged author’s (Paul’s) direct contact with G*d, allegedly appearing to him while he was riding a horse (or something like that).
Likewise in the story of the flight into Egypt in St. Matthew's Gospel--there is nothing to indicate that Joseph had a donkey. That may be a misconception that arose because people heard that Joseph was told "Take the child and his mother and flee into Egypt" and assumed that a flea implied a donkey.