I can understand that the cowboys wanted to get beyond the w-turn ASAP, but it probably wouldn't have hurt for them to make an attempt at the donkey riding challenge first. I mean, how difficult could that task be for two world-champion bull-riders? If they got through that, and found they had been u-turned, they could still use the express pass to skip the building task. If they were not u-turned, they could save it for the road-block. I think they just assumed any team ahead of them was going to use the u-turn on them if possible, so they were locked in to the idea of using the express pass quickly.
That was their strategy I think. They elected to do the building so if in case they had already gotten U-turned they would be able to go back to the donkeys, but best case scenario (which happened) they didn't have to do any of the detour tasks. I think if the Cowboys hadn't been with D/C at the u-turn board, they would've been u-turned.