Spike runs afoul of a detachment of soldiers in town for Service to the Crown Day, who had recently been fighting against dragons in the North, and don’t take kindly to seeing one trying to get into a Canterlot administration building. They’re certainly not buying his story that he’s a local, and especially not that he was raised by a pony–what kind of insane, messed up family would choose to raise a baby dragon, let alone have the power to hatch the egg in the first place?
 
For some reason, Shining Armor is not pleased by this logic.
 
As always, full story at source.