When the three tribes, and their leaders, left to find a new land, some poor souls were left behind. Some were too stubborn to leave the only home they’d ever known, others were prisoners of many different crimes left to rot, others still were just too poor to afford a cart or ship. But just as the three leaders had to unite, so did those who were left behind.
Instead of unicorns, pegasi, and earth ponies, over time they became reindeer/caribou, elk, and moose.