I think Cozy was part of this cult of evil-gigantic beings that many generations ago, wiped out falcons, seahawks, cardinals, ravens, eagles and countless other birds. A fierce battle led to Cozy being the only one left of her kind. In conclusion of this battle, she used a spell and reverted to being the evil pegasus filly we know her today. The very reason Luna threw Cozy in Tartarus was because if Fluttershy investigated and knew the gruesome acts she caused towards birds hundreds of years ago, the Element of Kindness would do far worse than attack her with those geese in the season 9 finale. A very furious Fluttershy is something that even an evil filly would not want to fight against. If Scootaloo somehow learned in history about Cozy's horrifying actions, whether it's miss Cheerilee's class, some other school or herself being a teacher in the School of Friendship, that would give her nightmares. Scootaloo would have to roundup and protect whatever Falcons are left that might be in danger of Cozy's evilness. A flightless pegasus isn't by any means safe from Cozy.