Princess Luna: Hm? What is it, dear- What is that?!
Desert Moon: My baby brother.
Princess Luna: …Uh…Wha?
Desert Moon: Well, daddy said that unless you get drunk, which he said would be fun-
Princess Luna: (rolls eyes) He would say that.
Desert Moon: -that I couldn’t have a baby brother like everypony else does.
Princess Luna: Surely not every pony, my little star.
Desert Moon: No, but I wanted one so I made one. And here he is. Tanti was a bit annoyed but he makes a great pony.
Princess Luna: Y-you made him from what?
Introducing [drumroll] Desert Moons baby “brother”, Incubus. Why does Dessy have a baby bro? Cause I really wanted one for her but then thought, Luna would have had the opportunity to conceive another child since she and Asra rarely meet. So Dessy asked her not so imaginary friend, Tantabus, to be her baby brother. It refused at first but later relented when it heard of all the candy it could have.
Luna would later have to lie to her consort about Incubus, claiming a surprise pregnancy. Asra knew she was lying but found her attempts so adorable that he played along.
Note: Incubus currently looks dead to the world because it just took on this form and is still trying to regain consciousness.