Well, it makes sense that there are more ponies at the princesses' power levels around somewhere. I mean Celestia does have a nephew, on her mother's side.
Which is interesting, cosmologically. We know the sisters are well over a thousand years old. One might assume, given their whole sun/moon thing, that they are always-was/always-will-be deities. But they did have a mother, and from Lauren Faust's phrasing, one can assume they had a father.
I wonder if they were young before the world was created, that they in some way took up their sun/moon roles at the same time as the world really started being a thing that exists? Did they take over from their parents? Is the world screwed because Celestia doesn't have children...or does she have some after all? Maybe it's not an inherited position, but rather an earned or accepted one. Is Twilight being trained to take on sky-goddess duties someday? She does have a time-of-day based name, so it's possible. Could she be distantly related to the royal family? She lived in Canterlot, she might be.
I keep wondering about the Elements of Harmony back in the good old days. In modern times they have to be wielded by personifications of the elements. Was that true a thousand years ago? If so, surely Celestia and Luna were two of the elements. I'm guessing Celestia was probably magic, but what was Luna? Kindness maybe, or laughter... Now I want to see more of the historic ponies.
...Luna's ruined castle was in the Everfree Forest. I wonder if it was quite so Everfree before her exile.