I would like to point out that the two sisters have been alive for quite some time, long enough to our live many generations of ponies. For example: Celestia still looked the same when Granny Smith was young, Celestia was ruling Equestria when Tirek was a teenager and the two sisters ruled when pony lifestyle reassembled Greeks!) So, living for so long, it would be inevitable that they noticed or learnt at least something about dragons.