I had a big mare that wouldn't eat in the trailer - she was the only horse i'd ever seen look out the window like a dog! However, she was a been there done that show horse that we would trailer 3 - 4 times per week for riding lessons. Best horse I've ever traveled with. Loading her consisted of opening the door and pointing, she'd hop on into a straight load with a ramp all on her own! Settled in even in new places right away, would stand tied (or untied, we forgot to tie her a lot which i've discovered looking at old show pics.... whoops.) for hours on the side of the trailer unsupervised. She was a w*tch and a half in the arena (a speed jumper we tried to make a pleasure horse, then gave up and made her a speed jumper again which she very much excelled at!), but a dream to trailer and travel with. My 10 yr old cousin loads her up by herself now!
My mini stud, I ALWAYS put hay in the trailer for. He's a "have food, a nuclear bomb could explode and i wouldn't care" kind of horse. However, I can count on one hand the number of trailer rides he's gone on. All have been by himself but one, and that was with a big horse on the other side (Solid partition - dont worry!) that he'd never met and was also a bit of a trailer greenie. They both had their own hay bags put on the opposite sides of the trailer to give them something to focus on other than each other. For him, its like a toddler having cheerios in a car - something to munch on to keep him quiet. I would imagine he will be "weaned" off the hay as he gets more life experience.
I would agree fully with you in your trailering situation not to give hay though!