I think its alright to have an alicorn OC, as long as its not overpowered and such. I really don't mind seeing people with their alicorn OC's, its their OC anyways, it shouldn't really affect my life seeing someone owning one. c:
Though I can see it being an issue if they try to be included in an RP set more in the Luna and Celestia world, since there is only 4 alicorns and are much more rare. So keeping your alicorn OC in their world can cause some conflict on their rules of their alicorns being more god-like and princess figure, and usually alicorns don't mix well in RP's that stick with the original MLP universe.
I have to admit, I do own an alicorn oc. Just one, that's all I ever will need. I mostly made her cause I love drawing elegant things and alicorns even before I got hooked to the show, and she happen to be created when I was doodling around with some mlp sketches. Now i'm working out making her a full OC. I am keeping her out of Luna and Celestia's mlp world, since she doesn't follow their rules. In my version of a mlp world, there are certain alicorns chosen to take care of certain things in nature. Such as the Alicorn of fire, earth, currents, wind, flight, magic, and so on. They are not immortal, and when they die, at that same time as another pony is being born is chosen to take their place (kinda like how the Avatar is chosen in The Last Airbender). My OC is the Alicorn of Flight, she is the care-taker of anything that is winged, which is usually helping out on yearly migrations and in the spring helping baby birds to fly. I have been told since she is the alicorn of flight, why does she need a horn? Well, she does use her magic to help out with her tasks as the caretaker of flight, and being an alicorn gives the appearance of being the 'symbol' of her task she looks out for. She is not immortal, nor insanely powerful, no relations to any important pony, and no tragic back story. Though she is not just a normal pony wandering around everywhere, other ponies still take another look at her cause she is alicorn and are uncommon to see even in that world. None of her skills are natural born, she still has to work and train like any other pony. I'm not saying that she is perfect, though I wouldn't consider her mary-sue. I don't plan on RPing her ever, as I enjoy plugging away at defining her history and information, and just drawing her a lot for fun. I'll just keep her in my own little MLP world, and she will never be apart of the MLP:FIM show world, since again she doesn't go by their rules they have there.
I guess what i'm saying after typing this is that even though I own an alicorn, i'm trying to do the right way of making her not an overpowered mary-sue OC and have a creative reason for why she is an alicorn. Just giving an example on how maybe an alicorn OC can be not too overpowered yet still unique.
So I think maybe alicorns should just stick out of the MLP:FIM shows world since again, in the show they are very rare and usually are princesses. Try straying away from their universe and make more of your own version, but again, that still doesn't give you the reason to them make your alicorn invincible and perfect. I don't mind seeing people with alicorn ocs, as long as they don't carry the mary-sue overpowered traits and are pulled off well. c: