Reproduction, it's a perfectly valid thing that makes total sense. When a mare and stallion love each other very much... Blah... Blah... Blah. Here's a foal. That's how it's supposed to work. Except for when it does not.
Twilight is rather surpised when Zecora makes an unexpected visit to her door. She's even more surprised when Zecora tells her she's pregnant, with Twilight's foal.
Something one does not want, is to have a bad day at work, then wake up as a pony, not when said pony is sore and battered and has an odd feeling in her abdomen