Donkeys form close pair bonds. The donkey they bond with is called their 'friend' and can be either the same or the opposite sex. Jack and Lilly are very closely bonded and even though there are other donkeys in their field they panic if they are separated. In fact if one of the donkeys needed to go to stay in the vet hospital, their friend would have to go with them.
Here they are mutually grooming each other, which is thought to strengthen the bond.