Because of the occlusion (inc amnesia) there is no way we can figure out our situation. If we were not occluded we'd remember where we are & the trapped-ness would end; but - I, they, we voluntarily accepted this condition or fell victim to it. Zebra gives us accurate answers. But only if we ask the right questions & have figured out the basic situation. Outside the maze, time & space do not exist; we are our own Savior (but another way, he is us).
The master became the servant, & the servant the master. The Horse's head is God, a failsafe info processing device which would remind us of the true state of affairs if we fell victim to our own servant - & we did, & it ("God") cryptically reminds us.
Satori: we wanted to see if we could create a convincing world ("ape of God"!), but we had to be sure we could get back out if it seemed convincing. So it was a revolt, & the "horse's head" may be the true God, & not our construct - or it may be a construct by us, I'm not sure.