The evil and corrupt Queen Chrysalis has been defeated. The good and kind King Thorax has been coronated (without a crown). The Changeling Kingdom is being reconstructed by the now-good changelings under King Thorax. Finally free from a selfish ruler, the changelings are going to be happy for a long time.
And then they wonder about what they're going to do.
What is there to talk about when much of their lives was about planning evil plans and finding sources of love (and food)? What is there to do in a kingdom being rebuilt in the middle of wasteland? The only thing that the changelings were sure of was their job in rebuilding the Kingdom. In their free time, there was not much else.
Good thing Thorax was a good king since he let the changelings have free time and free days.
So, some changelings journeyed out of the Changeling Kingdom to travel Equestria.