I reject your headcanon and substitute my own.

Why does everyone assume doughnut Joe's place is in Canterlot? I mean, sure, the mane six eat there with Celestia after the Worst Night Ever (trademark pending), but what's to say Celestia didn't just follow them home? I'm sure she makes occasional visits there anyway, seeing as her Most Faithful Student (trademark pending) lives there. And besides, we see him on the Friendship Express heading towards Canterlot with his creation, Doughnutopia.
In other news, I've decided to try and make blog posts occasionally. I will probably at least do so when something significant happens that relates to ponies and horse words. Now I just need to start writing actual stories and I'll be a full-fledged user .
Edit: in hindsight, I realize that I was just getting myself confused about Pony Joe. Oh well, it's not like it makes that much of a difference...