So I was listening to the Find A Pet Song from that one episode and there are lyrics.

I need something real fast like a bullet to keep up with me

So are they like guns in the My Little Pony world? Why would you need magic, if you have guns. I mean Twilight's fight against Starlight Glimmer would have been much fast if Twi just shot her instead of a magic duel. I don't know how I feel about this.

5729580 I wouldn't really think too hard about it. The show was written for kids, not to be airtight completely internally consistent worldbuilding lore. It's going to contain metaphors that we relate to, even if it might not make a lot of sense that ponies would have a direct analog.

In most cases, I think this can be chalked up to simply being a matter of loose translation conventions (since it's unlikely that the ponies would actually speak a human language) if some sort of explanation is really necessary.

5729580 A bolt of magic might be considered a bullet.

5729580 It's also possible that if Equestria has guns, they're very primitive. Their tech has obviously developed along different lines than ours. They seem to have very modern medicine, for example (see any episode featuring a doctor or hospital) but are still primarily using trains for long distance and don't appear to have airplanes at all. And that all makes total sense for an equine world! Why would you need planes when you have pegasi? You ask why would you need magic when you have guns, but it's really the other way around: why would you need guns when you already have magic? You don't have to carry ammo, worry about reloading, or run out of bullets with magic, after all. So it's quite likely that even if guns exist, the technology just hasn't been developed much, and they're more like our earliest guns, difficult and slow to reload, inaccurate to aim, and prone to misfires.

There's also the fact that in a culture that values friendship and harmony, and where villains are repeatedly offered redemption, it's quite likely that shooting your enemies is not seen as an ideal solution, so even if guns are there, and reliable, they would be a choice of last resort, not a first option. So since nobody's ever gotten to "last resort" without other things working, the guns would never be brought to bear.

5729580 Also consider that they have cannons.

The ammunition loaded into them might be called bullets by the ponies.

5729580

The ammunition fired by slings are also called bullets, if that helps.

I give the ponies black powder firearms when it suits me to do so, but I figure mostly even if they had guns they wouldn't use 'em. Even bad ponies are to nice for that.

5729580 maybe they mean bullet train ?those do exist. But it's more to fit the flow of the song it's all