The Conversion Bureau never made any sense anyway, but here are some places where it would have made less sense.
Not necessarily worlds where the ponies would lose the fight - just worlds where conversion wouldn't logically work.

Before suggesting a World, read the index to make sure I haven't done it already.

While Twilight is testing a new long range teleport on the request of Princess Celestia something goes wrong and she is transported to a place where love and harmony is a thing of the past and killing is the way of life.

The Mojave Wasteland.

Now Twilight must find a way to get back to her friends in Equestria and survive her stay in the apocalyptic wasteland inhabited by everything that has learn to call this eradiated land their home.

(My Little Pony: Friendship is Magic crossover with Fallout: New Vegas)

Editor: Grammer_Nazi
Pre-reader: Bum
Cover Artist: Wadusher0

XCOM Record: Operation: Rising Star
11:52 am, 18th Febuary, 2016
Northwestern Territories, Canada.

Summary: Witness reports contact with extra-terrestrial creature. X-ray is unconcious and unresponsive. X-ray does not match description of previously observed species.

Response: Strike-One dispatched on high alert, orders are to recover X-ray alive. Alien Containment prepared for the new arrival.

***

The war ended. They were beaten back, their mothership destroyed, their command structure in ruins. Lost ships and soldiers continued in vain, but thanks to XCOM, humanity won, and the world was saved. The Volunteer saw to that - everything changed because of one man.

And then suddenly, everything changed again. Only this time, it's not a man's doing - it's a mare's.

Proofreading by the aweome Setokaiva, entirely without me asking!
Tagged Dark and rated Teen: Gore, because there is going to be some blood shed by the end of this.

Isolated from her friends and taken prisoner in the middle of a war, Twilight must deal with the very real dangers of being percieved as an enemy as well as the nightmares of her arrival on 'Earth'. Can she overcome her own fears and the fears of her captors? Will the wayward unicorn's assistance be a boon or a curse to the 'humans?' Most importantly, will she ever find her way home?

"In short, it's a story of friendship and plasma rifles, with the emphasis on the friendship. The characters are well written, the XCOM setting is fleshed out very well, and the story is compelling. If you love XCOM, you'll love the story, but even if you've never heard of it, it's more than worth giving the first 3 chapters a read.

There's excellent action later on, but the real strength lies in the collision between the friendly and naive world of Twilight Sparkle and the desperate world of humans fighting a losing war for survival and willing to do anything to turn the tide."

--Arzoo

(XCOM/FiM crossover)
(Cover art commissioned by a friend and created by the magnificent FoxInShadow!)
(Original cover art by the amazing Carnelian can be viewed here!)
(Gore tag for blood and some violence)
(Many thanks to the studius OminousTen, Arzoo, xXFluttershyForeverXx and finally Setokaiva for giving my rambles a once-over)
(Now with it's own TV Tropes page! Get to tropin' folks!)