MLP is a show for kids but so was the Grim Adventures of Billy and Mandy. While I don't believe MLP should stray too far away from is core structure of pretty colourful ponies learning about friendship when away ready have some very hard concepts presented in some episodes. AJ's parents, the fear of failure, realising you have neglected old friends, the fear of being replaced, dreams not living up to their expectations, I could go on and on.
The fact is most children and even some bronies need to see these situations play out. It gives them a real base on how to deal with a situation.
I'm not saying MLP should go Game of Thrones on us but a little shadow makes a character more real, which makes fans of the show relate and love them all the more.