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No, El bagu is right, you learn the Song after you destroy the balloons, at which point you can just ride off. I just checked. If you defeat the Aliens, you get a bottle full of milk, and can continue the sub-quest to get the Romani mask, which allows you to access the Milk Bar.

Actually, all you have to do is shoot the balloons down for Romani while riding Epona to get your horse. I remember just riding off after that, because I didn't really feel like doing another sidequest at that point.

Yes, isn't Zelda all about figuring things out like this? I mean, you have hints a tips to direct you, but isn't that one of the key points of Zelda, the puzzles? I'm sure there are plenty of puzzles such as this one, that have subtle hints to direct you. Also, with this one, did anyone have any...