If you want me to be absolutely honest, Equestria is not the Utopian perfect society that people are constantly bringing it out to be. And I'll be honest, I find the whole notion of wanting to go to Equestria just because it's supposedly a happy land full of smiles everywhere, a dumb one. People, in my opinion, are emphasizing too much on the evils of our world (yes, I too believe that our world is a crapsack world, but Equestria would be no better), and therefore, viewing Equestria as this Utopian haven. These ponies have mental capabilities on par with a human, therefore, if one wants to escape from his or her depression, it likely won't work. In all honesty, it's a world just like ours, except arguably worse, with guys like Tirek hellbent on stealing Unicorn magic. Still this may have been thwarted, but evils still exist in Equestria. And let's not forget about the Crystal Ponies, too. They were screwed over for an odd thousand or so years by Sombra! Either way, I feel like I'm digressing a bit, but my point is that Equestria is not this perfect society that so many people see it as.