EDIT: Sorry it's so long
@[member="Ayña Kottos"], yes, it is genetics. But this is also a discussion about cognitive ability, and since mules most usually combine many of the strengths attributed to the parent species including mental strength, it should make sense that two highly intelligent animals of differing but similar genetics could produce a creature even more intelligent, possibly to the point of sentience, than both contributing species.
Let's get hypothetical for an example.
Let's suppose that horses and donkey's have the same amount of intelligence. To represent the level of intelligence, lets compare it to human sentience as being 100%
To make the number's easy, let's say that both Horses and Donkey's are 50% intelligent, and due to my research, Mules are 60% intelligent.
If this were true, then lets take two creatures for example who are 90% intelligent, and due to the intellectual increase of a hybrid, the resulting infertile Mule would achieve sentience equal to that of a human, while the parents are non-sentient.
You may be saying however, that those are fairly close numbers, 90 and 100. But lets say that every 10% is obviously an increment of 100%, and thus to achieve the next 10% it requires an exponential increase. This means, that although the parent species would be very smart and bright animals, they would be comparable to a prodigal monkey, while the Mule would be comparable to a dull human/caveman. Not a huge leap but enough of a leap to make the difference between being an animal and going down the road of higher intelligence and civilization.
The next item I brought up, was that if sentience is achieved by a mule, it will want reproduce regardless of it's infertility. Being just barely sentient, it would still be able to realize that it is different from the rest, and in addition to that, if it finds similar creatures of its kind (other mules produced in the same two interacting herds), it is likely that over time they could learn the science of breeding and domestication.
From there, they could breed the two species to create more mules. When something like a community forms, perhaps they'd even learn to breed the two individual species to grow into a specific trait, and thus pass it down to new Mules, making them even better. By existing in numbers due to the interaction of two different species they could effectively "evolve" themselves to a higher degree of sentience, and break the breach between near-animal to modern human sentience.
I will agree that the situation is highly unlikely, but I think it is within the real of possibility, maybe even under "real world" constraints.