Midnight Vim needs a quiet place to collect her thoughts, something that she hasn't gotten to do in quite some time. So many things have been happening lately, and she just needs a chance to get her thoughts straight.
This takes place in the Kingdom of Friendship series, before the first story, so it's kind of a prequel in that sense. You don't really need to have read the others for this to make sense, but I think that it might help, seeing as it makes reference to the 9th chapter of Kingdom of Friendship Part 2.