Like vvsey said, completeness of the action. And sounds a bit better.
Elmegyek a lóhoz. - I am going to the horse and I'll definitely get there. I really want to pet it. Also has a neutral word order, stating what you're doing.
Megyek a lóhoz. - I am on my way to the horse. Not sure whether I'll actually arrive or if the sheep ends up being much cuter. Has a bit of a strained word order, emphasising that you're walking to the horse.
Ksenia, it also has to do with how Duolingo counts vocabulary. As far as I'm aware, you're only allowed to add a certain number of new words to a lesson, but if you're dealing with an agglutinative language like Hungarian, ló, lovat, lovak, lóhoz, lóra, etc. are all counted separately, even though all just mean "horse".
But to be fair, you don't have to always teach the same word with different suffixes. Kasszához (counter) would have been just as good here.