Do you think Celestia and Luna might be different types of alicorns? Maybe they were born alicorns? Because of the 2 alicorns we know that got their wings/horn manually, despite being alicorns just like Celestia and Luna, they are both shown to be far weaker. This is also implied by appearance, as Cadance and Twilight don't have the signature magic mane, and the long horn and wings.