I know, I’m probably not the first to think of it…
 
but Consider the following
 
Luna/Nightmare Moon and Celestia both represent the symbol, Yin and Yang; which is the sign for Darkness and Light.
 
We know that not everything is in black and white, and sometimes their is the gray are - sometimes also known as the Neutral of good and evil
 
So there might be a third alicorn princess somewhere, the middle sister.
 
Where is she? where was she for during the Discord or the Nightmare Moon incident?
 
Since she is neutral, she stays in one place where she is alone - this way she doesn’t have to make any decisions, and cause a disturbance in a balance of good and evil
 
though as a neutral, she may of created The Elements of Harmony in order to keep the balance with the Chaos that Discord brought; but if we think of that way, it may also mean it was because of her (indirectly) that Luna became Nightmare Moon because of Luna (darkness) and Celestia (light) working together in that fight against Discord.
 
So in that case, if “Neutra” did cause Luna’s downfall in directly; she may of seperated herself from the outside world so that she never have to make a decision that would throw off the balance that she represents
 
 
a little bs theory I made a while back