I got the idea from reading the story of Genghis Khan... If I remember correctly, he was buried in an underground chamber somewhere in the Mongolian steppes and the herd of over 10,000 horses was run over it to hide and traces of the grave..
I would be interested to know what sources did you come across? How large is Burkhan Khaldun? I presume if it is a mountain range. with valleys big enough to run the herds of 10,000 horses...