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There’s one thing I don’t understand: in the Annual Stygian says that he wanted to take both princesses and corrupt them for his purposes, but here only Luna can hear his voice and he seems to only want her instead of both sisters (he could have taken Celestia and Luna right away to his world and the chances of success if he had done that are basically 99.99%).  
Does this means that Luna has more tendency to be/attract evil or this is an continuity error?  
Or something else?