I like the analogy, but explaining TCP and UDP is just a small subset of what I would consider 'networking'. Now explain how the horses and messengers find their way across the realm. Which roads are used and why? What happens when a road is closed and how can the closure of one road be propagated to the other roads.
"This would be analogous to sending UDP packets. Messages are sent without confirmation of delivery. After giving these instructions to the riders you realize you don't know when or if the letters arrived at their destination."
That is true but it can be really efficient for certain use cases. In the financial world, it is the de facto standard for receiving real time market data from the exchange. Because it’s important data there is some resiliency. Typically you receive multicast from “A feed” and “B feed” groups and the first packet (sequence number) wins. Also each exchange has its own TCP based mechanism for error recovery (message sequence gaps). Normally everything is pretty reliable as in general most trading is done at the local exchange venue/data center and it’s just local cross connects.