Okay. Starting with Twilight's origin/cutie mark story, we know that the test for the exceptional unicorn school requires hatching a dragon egg. We also know that not even Twilight, who has been revealed as one of, if not the, most powerful unicorn, in regards to magic, is unable to do it without another event causing it.
If Twilight was, in fact, less able, and in fact dragons are easily hatched by unicorns, we have the problem of why Twilight was unable (being a fairly well educated little mage). We also have the problem of the large amounts of dragons this would mean. If we can presume that the dragons would only be in Canterlot, why would these unicorns not also have done great works, and thus been invited to the Galloping Gala? We have the Wonderbolts there, and surely if a unicorn was anywhere near as powerful as Twilight, they would be at least as famous as the Wonderbolts. We can excuse this for Twilight, as she is still a student (if in fact she isn't famous. She has, for example, saved a village from an Ursa Minor, an incredible achievement.) and so may would still be in training most of the time. As well as that, we have the problem of Appleoosa not having their own 'courier' service, in the form of a unicorn bonded with a dragon. Since this is not a widely used function of the dragon, we can presume they are very rare. Instead, it would presumably be pegasi who are used as couriers.
If this is true, however, we have a few things that fit together. We know Celestia was "seeing the signs" of NMM's return. However, the only signs we know about are in a book, and in the form of a prophecy. They are not believed, nor are any signs really given as a warning. Either Celestia has access to seers, who are giving the same prophecies as they were when NMM was defeated, or she is a seer herself. Either way, we can assume that she also foresaw the sonic rainboom and the effect it would have on a unicorn who would be undergoing an entrance test.
This seer ability is also shown in A Bird in the Hoof. She sends her guards to Fluttershy's house to find Twilight. This gives evidence to the 'partial seer' explanation, as she would 'see' that Twilight would be near the birdnapper, but not who it was. Not knowing who it was, she wouldn't have instructed the guards to tell them it was a phoenix.