While in one of Professor Applejack's honesty classes, Cozy Glow finally realizes that maybe she needs to tell somepony that she's been plotting to drain magic from Equestria. However, the one pony she knows will understand is going to be on tour in Saddle Arabia.
It's never escaped me that Cozy Glow was standing in line for counseling in "On the Road to Friendship." She recognized she needed help. Probably.