Throughout her life, Moon Dancer has been the pony to be by herself. Despite having resolved her friendship issue with Twilight Sparkle, the mare still acts the way she once did. That is... until Party Favor came into her life.
If you were suddenly asked if you wanted to become a pony by the princesses, you and a lot of others would more than likely agree. This is how one brony handles being a pony on day one.