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Surprisingly a lot of world-threatening events happen in Equestria. When magic's afoot, somepony's bound to use it for evil. Also just really scary wild animals and paranormal forces are normal there.
If everypony doesn't get along during hearths-warming then Ice Ghouls spawn in and plunge the continent into an eternal winter. The earthen constellations Ursa Major and Ursa Minor are actual real bears and Ursa Minor is large enough to demolish an entire small town by itself. There's magic that steals ponies cutie marks (which are symbols of destiny and hold innate power). There's Time Travel and ways to send people to Doomed Timelines on purpose. That's never good. These are just a few examples of fucked up things that happen in Equestria. It's a lovely place but wow. Woooowww.