There are a few families we've never met, eg. Fluttershy, and we still know know what happened to AJs parents, and it took them until last season to show us RD's father. It is entirely possible that pegasi are like birds, if they fall when they're due to fly, no point in having them. That would explain why Fluttershy's parents haven't made an appearance after she fell from Cloudsdale, and why Scootaloo is alone if we look at it that way. And then, EVERYPONY has theories behind AJs parents