There is a set of problems generated whenever you set up a fictional universe and you incorporate super powerful creatures ( lets call them" gods" just as a shorthand).
The first is that gods make for boring heroes. There is no real drama whether or not they will win. You have to either have the gods themselves make their own problems ( see every greek myth ever) or have them fight other gods ( as in The Immortal game) or focus on some non " heroic" aspect of their existence, such as their relationship with a favored mortal ( as in Device Heretic's " Eternal". the best fanfic I have ever read in any fandom.)
Of course this has a corollary .. the god characthers have to stand by the wayside while our mortal more relatable heroes save the day. Of course this only makes sense because it is a necessity of storytelling, but for an observer within that world it makes no logical sense. Why didn't Celestia say, personally show up and order that dragon to move, instead of sending the mane 6 to do it. It would have taken five minutes of her time tops. We as the audience know that the reason she didn't do it is because that would make for a much less compelling story, but for an observer within Equestria this behavior must seem utterly illogical.
What do the gods themselves think about all of this? say a god has been out of the loop ( say locked away on the moon for a millenia) ..How do they react when they are stuck in a world , in a story , where behaving like gods is well, unnecessary. What happens when a god can't go out and smite demons? what then , becomes the point, the raison'd etre of being a god?
this is what Celestia and Luna's completely average day explores so well in an intelligent , emotionally resonant and above all hysterical way.