Twilight: “Though our families are fairly close due to Shining marrying Cadance and Celestia being my mentor, that’s not really an issue. I’m not biologically related to Luna and she had no role in my life when I was a foal, unlike Celestia.”

As a side note about some headcanon here, Cadance is a niece to Celestia in a similar way Blueblood is her nephew. It’s more like Celestia just took Cadance under her wing rather than a formal, on-paper sort of adoption. Similarly, Celestia likes to have some personal involvement with the descendants of Princess Platinum, which is her relation to Blueblood. All the royal unicorns of that line are her “nieces” and “nephews.”