Maybe it's because Equestria is in our earth. (just gimme second to explain...)
They say that the Everfree forest has properties different from their world, properties much like our planet. I propose that the Everfree forest is the gateway to earth from Equestria. Basically, Equestria is an enormous world much like our own, but it is attached to our world with the EFF. Let's say that on our planet, there is a forest in some unimportant location, which acts as a portal to Equestria. You walk around it, you get to the other side of the forest. You walk through it, you get to Eqestria. Maybe that's why ponies are afraid of it. The go in and are transported away from their world and into our strange, different one...
Any thoughts?