1. Alicorns are not actually immortal, Celestia lived for 1000 years because she magically extended her lifespan waiting for Luna.
2. Becoming an Alicorn only means you grow wings/a horn, no magical power boost.
3. Nature is capable of moving on it's own without assistance, Ponies just manipulate it to suit their environmental needs.
4. Pegasi aren't magical, their skin naturally repels water vapor.
5. The equestrian Sun is not a real star, it is as large and as close as the Moon.
6. When it boils down to it, Unicorn magic is nothing more than the push and pull of matter via telekinesis.