Horses are often featured in parades. Either the horses go LAST, or they have a "catch in back" to keep the road apples off the road.
If you google around you can find horror stories of bands etc trying to slog through the aftermath of the clydesdales ahead of them that weren't "properly prepared" before the parade. Those people have to keep their heads up, and looking straight ahead, and often have limited or zero visibility to the ground in front of them, so a road apple can easily cause a domino of several players, slamming $10,000 musical instruments onto the pavement. Does not go unnoticed.
It's not an issue for any professionall appearances like the Budweiser Clydesdales, they're experienced and know how to prep their horses. It's the podunk parade organizers in backwater cities that decide to lead off with one or two big flatbed wagons with big city-pride artwork or public figure floats waving to the crowd, pulled by teams of horses. They don't think about what they're setting up for the rest of the parade, which quickly goes downhill.
These aren't really diapers, they're usually large (usually black) rubber or vinyl baskets behind/below the horses. They're contoured and somewhat disguised/hidden amonst the riggings and supports and bells and other adornments, and are NOT waterproof. They've got drainage holes to let out urine (which won't be a serious problem on the pavement) but to keep the apples off the road.