It would be easy for someone to have only made one and then that was the only mule that ever existed and it would be the thing of
legends.
Not really, since people keep horses and donkeys together often, especially back in the old days when horses and donkeys were a main mode of
transportation. If Mothmen/Jersey Devil/Chupacabra were naturally-occurring hybrids, there would be more of them, since their source heritage would
likely continue to reproduce itself.
As for whether they exist, I think that conclusive evidence would've been discovered by now. If they were hybrids of some sort, they're only born
of an over-active imagination, fear, and poor lighting. Most of the reported "sightings" have occurred at night. There are very few reports of
these creatures in broad daylight. We as humans have poor eyesight in the dark and, being diurnal, we have a natural fear of night because that is
when we are most vulnerable, and it's prime hunting time for predators. As such, the slightest glimpse of something out of the ordinary can spark a
fear response within us, making us perceive the "something" as a Big Nasty--a Mothman, or Jersey Devil.
Example: one night, a college student was driving home late after spending time at a restaurant with a few friends. As she was approaching a slight
bend in the road, she saw a huge shape walking down the road, heading directly for her car. It moved oddly--a swaying, bobbing gait--and it was about
as tall as the vehicle. She flipped on her high beams and saw a very unnatural creature. Its head was skull-like and attached to nothing, with a
pair of horns perched on its crown. The eyes were bright green. The legs were long, tall, and thick, and they, like the head, were disembodied.
Spooky? Yes. Was it a fantastical beast? No, it was a cow, and it almost gave me a heart attack. The headlights illuminated only the white head
and legs, while the dark body remained out of sight until I got closer. It was quite a relief, but for that brief moment, I had myself convinced that
what I was looking at was some otherwordly thing come to suck out my intestines.
Do you get my meaning? People spot something they perceive to be a creature from Hell, or some kind of alien, and they report it to the media (or, in
the case of olden times, they pass on the information to neighbors). Then, the masses swoop down on the spot to investigate and they find what
they're searching so hard for: a glimpse in the darkness of a shape unnatural. It gets blown out of proportion, and a legend is born.