Let's face it the Royal Lines are bucked up in Equestria. I for one have several theories on this subject. (being the alicornic scholar that I am)
A) Celestia and Luna don't directly calm there illegitimate children, but instead call them "nieces" and "nephews" That way they don't feel guilty about disowning family, but they still are unspotted in the public eye. And after all why would Celestia want to calm blue blood the way he turned out.

B) Celestia and Luna have or Had other siblings. These siblings either died before the sisters came to power, or did not want the thrown of equestria. I like to view the "Immortality" of Alicorns like the immortality of J.R.R. Tolken's elves. They are always youthful, can die of sickness or accident, but can die in battle. So they could have had brothers that died in wars. (such as my Sirius did) Or there siblings could have not accepted the thrown being against the idea that race=status. Or others still could have fallen out of the light, such as Luna did. I think all of these possible sibling contingencies are possible.

C) Any Alicorn is royal, and is calmed by Luna or Celestia to be and "niece" or "nephew" This would mean Twilight Sparkle is Celestia's niece in title and interesting little prospect. Of course some alicorn's prefer a life of a common pony. This would mean they don't have the title of Prince or Princess but are still adopted neices and nephews of Luna and Celestia

Anyways with all that I would like to turn this over to you. What is your Theory on the Royal lines.

The fact that Cadance is adopted is confirmed by the books. And any alicorn being royal is basically confirmed by Magical Mystery Cure.