We all know parents or adults in general stepping in doesn't necessarily stop it from happening, and in addition to that, we also know that those who're bullied typically don't tell anyone else of it for variety of reasons, and Twilight was one such child. Her parents nor Celestia were even aware of it until she got into a physical fight and only then did she finally spill that she was being bullied, and rather badly at that.



Shining armor is close to 9 years older than Twilight, so he'd be in college, military training or deployed, and/or just out of the house. He would be the last one to know about it and that is only because he wasn't at home when Twi finally revealed what was happening.