She's probably having a dream where she believes she's in the Pony World again, yet in her dream everyone in the Human World's Canterlot City was in the Forms of their Pony World Counterparts, and though everypony acts as if their lives are still perfectly normal, and Sunset is still doing everything just the same as she usually would as if she was still in Human World, but she still feels as if something was off about everything here, then when she realizes that everyone here is supposed to be Human, then the dream gets out of control and she starts to feel as if everyone was out to get her because she saw everyone else became Human again, but Sunset remained as a Unicorn, and she was being hunted like she was just any other animal, then she wakes up in terror while noticing that she's still in her Human Form, and this dream actually reflects on the fact that Sunset may be in a Human Form, but she's still a Unicorn on the Inside, and she basically doesn't TRULY belong in this World, and this makes her feel bad.