When the strange xenos ponies - vaguely reminiscent of Terran horses - appeared throughout the Imperium of Man, even though they had been instrumental in restoring the Emperor of Mankind to health...
For some betrayal, some slight... the Imperium waited...
And waited...
And waited...
Only...
The betrayal never came. The whole of the Imperium of Man thought this just bizarre. It was written in the Creed of the Imperial Cult that Xenos were treacherous only... these Xenos just... weren't! Instead of tales of foul deeds and heresy, the Inquisition, the Commissars, and those in high command heard tales of ponies saving Imperial Guardsmen and women, of hardy stallions and even hardier mares ferrying ammunition to where it was needed most, ferrying wounded Astartes back from the front lines...
Command heard of ponies helping in the apothecaries, with the tech priests of Mars, aiding the poor and the helpless and the downtrodden on Hive Worlds. Some Ponies - (and this was particularly strange, though also not heretical) - had even turned to spreading the truth of the Emperor! Oddly, even the most hardcore xenos hating people of the Imperium of Mankind couldn't bring themselves to raise a bolter or other weapon against them. Instead, ponies stayed away from those people and those people developed a grudging tolerance for their weird antics and bursting into song.
It was found that, whilst the ponies were always willing to befriend any human they came upon - they began to develop a caution of the Eldar, disdain for the Tau (after finding out the truth of their so-called 'greater good'), and they outright loathed Chaos, Tyranids, and Orks in all their forms. Under watchful eye of the Inquisition and the Tech Priests, the Xenos Princesses Luna and Twilight - along with many experienced Xenos Unicorn Sorcerers - began developing powerful anti-warp, anti-daemon, and outright anti-chaos magics that could be layered upon imperial weapons and armor.
Now... it was the Daemons who feared man. These things were powerful; they made the Daemons and monsters writhe in utter agony or outright crumble into dust; or powerful Chaos Sorcerers become stripped of their connection to the Warp and so-called "gods." Ponies soon adopted much of Imperial Technology; under blessing and sanctification of Tech-Priests, "equus-pattern" Power Armor, Bolters, Flamers, and other weapons were developed for pony use... and soon, it wasn't long before Command began hearing exceptional tales of pony bravery and sacrifice.
Of pony acolytes living with their human astartes brothers, then of xenos magic and gene seed combining to create the most pure strains, producing exceptional human and pony space marines. Ponies helping to improve the quality of life on Hive Worlds. Teams of heavily armored, mask wearing pegasi weather teams helping to sort out so-called 'death worlds' to make them habitable again. Every man, woman, and child, every inquisitor, tech priest, space marine, custodes, psyker... soon, everyone in the Imperium found him or herself with a pony companion. As man and ponykind worked things out... slowly... ever, ever-so-slowly... mankind's decline began to end, in fact it began to reverse...