Yes, the vending of horse riding on the beach is illegal and they have been arrested many times in the past. But the logistics of what to do with the innocent horses creates problems. Obviously the police station doesn't have a stable.

The local police have complained to the higher ups so they are aware of the problem.

In the meantime, an easy solution we can all be part of is to simply not patronize the horses. And to let those you are with know not to ride those horses as well. If there is no demand, there will be no supply.