Clearly, there was no assumption that a horse could be anything other than transport to the Kings men. From this, we can deduce that they were an early form of support services, the ambulance service for example, that were rushed to the scene of the accident. The fact that they were thus "scrambled" allows us to state that, in his original position, Mr Dumpty must not have been fully hard boiled.
It may also be possible, though less likely, that the Kings men were forensic detectives, hence why they were concerned about Mr Dumpty being pieced together in the hope of unseen evidence becoming apparent in the subsequent reconstruction of poor Mr Dumpty's broken body...maybe a hand print from a shove, the tell tale signs of spooning to the head etc.
We may never know. What we can say however, is that if this is an allegorical tale, and there are lessons to be learned, it's that if you aim to rise to lofty heights, you better be damned sure who's behind you because at some point the baddies will engineer your downfall and sometimes no matter who you know, they won't be able to save you.
Either that or it's just a rhyme with a catchy tune.
