Reading the comments already posted, I’m guessing Celestia and Luna had no idea of what was happening with the Pony of Shadows as he was dealt with by Star Swirl, the other Legends, Sunburst, Starlight, and the Mane Six. They only found out once they got to see Star Swirl again near the end of the finale.

@The Walhi Llama  
Well this time around the villain was weakened and under powered when he was released from limbo.  
They weren’t needed as they had a bunch of other heroes plus the elements. Starlight and Twilight were powerful enough to fend him off in that state.  
This finale was more about their methods in solving the issue. And development for Star Swirl.
 
But yeah, even if it was a more dire situation, I’d doubt they be much help.
 
Hopefully with Starswirl in the picture, we can learn more about these two alicorns.

@The Walhi Llama  
Well, they kinda aren’t around for the entire thing, so we can’t say they’re exactly aware of what’s going on.

Oh hey, new Celestia and Luna screen shots. I wonder how they are going to useless in the background this time.