It is a little-known duty of pony princesses to explore alternate realities in search of concepts and inventions that might be beneficial for ponykind. Princess Twilight, in her first such venture, has discovered a technologically-advanced world, full of wonderful devices such as the "DVD" and the "digital watch". Enthused by her initial brief survey, she has encouraged other ponies to travel to this new world to study it and see how wonderful it can be for ponies.
Well, Princess Luna has arrived for an in-depth study, and she finds it to be a lot darker than Twilight's rosy picture suggests. A world so dark, in fact, that it might not be able to bear the possibility that Equestria and its inhabitants are real.