Are you looking for something to use for bedding, or are you looking for hay? Hay as a bedding is really not a good idea at all. It's almost completely non-absorbant, and would have to be changed out at least once, if not twice, a day. If the pine horse bedding truly doesn't have any scent, it's a much better idea. I would still let it sit out and stir it a few times a day before putting it in the cage, so it can continue to air out.
Hay really needs to be in the cage in unlimited quantities only for you pigs to eat to keep the length of their teeth in check.