The whole show actually has a rather... dark(?) backstory to it.
God of chaos making lives miserable, huge plagues of all sorts, Eternal Night almost happened twice, many near deaths actually, Celestia is outright feared beyond all belief by many ponies, rarity was almost enslaved (actually she was successfully slaved for all of five minutes...), the sheer number of guards is actually rather scary, the fact that Equestria has gotten threats is also rather iffy...
And for all we know Equestria is in fact on a nuked up planet that managed to partially recover and is only being kept alive because Celestia and Luna can keep it in orbit.
((Fixed a very minor typo that completely changed the meaning of the last sentence.