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Are mules supposed to help people mine, or is mining expected to be done without mules? It seems that tunnels allow donkeys to get just close enough where sometimes ores can be brought back to the donkey and other times the donkey vanishes. Ex: mine north of grey rose.
Is this intentional?
It's a long walk for one load that a character can carry on their own.

Donkeys aren't meant to be there to help you mine, though its often the case. If you want to mine where you can't reach, get someone to stay outside with the donkey while you mine inside.