I mean who wouldn't want to be an umamusume? It honestly sounds like an unbeatable deal.
You get to be a cute horse girl whose body strength should be physically impossible for such a small frame, you get to have races and concerts together with all the other cute horse girls, you stay young forever (Saint Lite had her career during WWII, and she still looks like she's 30 at worst, maybe even 20, but certainly not 87), you get to stay at Tracen and presumably have all expenses paid well into your adult years (Even if you ignore real life age differences between the horses and claim all the older looking umas are just precocious, Maruzensky not only has a driver's license, but she's clearly not a beginner driver either, so she's at least in her mid-20s at the very youngest, if not older), and you get to wear cute outfits the entire time doing it.
Honestly seems to me like in their world, being born a horse girl is like you already won the lottery in the womb.