They did point it out but it keeps adding another layer to the whole series.
Star swirl the bearded and although they keep uncovering his history little by little Then the big one turns out he be in the equestria girls rainbow rocks putting the 3 music dragons into another dimension. Hopefully in season 5 we uncover the mystery of this great elder star swirl the bearded.
They were sirens, not quite dragons.
Twilight called them sirens, when she was telling her friends about them and how Starswirl banished them.
Sirens are often depicted looking very similar to mermaids. They are women who live in the ocean and sing to put sailors under their spell. They often cause sailors to crash their ships.
I think this is why The Dazzlings' pony forms were like evil seaponies.
You can see here that they have fish tails, or mermaid tails if you like.