Well I get that there's gonna be a lot of theories on how these bugger happen. My personal one is after spending a set amount of time with a species any pony can have cross breeds. Ponies are the omni breeders!

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Magic IS generally considered the universal "Fuck You" to logic.

Which in this case is a good thing...because, YAY, satyrs!

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I myself am a fan of the magic one, as since the dawn of fantasy magic has been used by wizards to create some terrifying foes for heroes. There's already magic love potion/poison and magic spring that creates doubles, so it's not unlikely of the possibility of a magic spring that causes a creature to magically fall in love and breed to make a half-breed like in the Xanth books.

Heck, do ponies know the full effect of Zap apples on themselves? Or what those things may do to a human who eats it? And there's bound to be other magical plants and such that would end up having someone able to breed with another creature.