Hmmm... My theory? Somebody went around hunting Alicorns, because they believed they were too strong for their own good, before Equestria was ruled, but after the frost was destroyed by the power of friendship. It took place outside of Equestria. The monster had slain their parents. It was coming for Celestial and Luna. Then, Celestial harnessed the power of the sun, in the distance, and Luna used the power of the moon. They defeated the monster, and then they got their cutey marks. The villagers of Equestria saw an explosion in the distance, and they went to check it out. They saw the two alicorns, and offered to serve them for their lives. But Celestial and Luna were humble, and refused the offer. They then offered to let them live in their castle, and they agreed, their home being destroyed by the now vanquished monster. They were thereon treated as princesses.
DA END!