Real interesting video, I really enjoyed that, and thanks for posting it. I have a modern bale mover like that called a Bale Buddy, only the motive power is foreign, (Toyota pickup) Winter starting can sometimes be stubborn as a Mule though.
Looks like a fun rig to operate and a good way to put some sweat under the collars of those mules. My dad would have loved to have had that rig. Put up lots of hay and fed it back out of loose stacks back before round bales were much of a popular item.
Bonus side might be that if a runaway were about to ensue then a guy could drop that rear bale as an anchor!