(Collab with yodajax10 who suggested the idea. Takes place immediately after "Horse Play".)
After witnessing Spike go out there and stall for time in an important play, Princess Luna becomes concerned about the adverse effects it might have on the little dragon's mental state.
She uses this an "excuse" to pay a visit to him after the play and have a one on one talk with him, giving him a chance to know that he is helpful.
But that is not the only reason the night princess comes to see Spike, the alicorn is dealing with her own personal issues and needs a friend she can trust to confide them in. Plus, Luna isn't the only one who wishes to give praise to Spike.