The barriers between Equestia’s pocket universe and other universes are unusually permeable and not terribly stable, and stuff from outside tends to appear in the Everfree Forest due to the high concentrations of weird magic that hang over it. That’s the origin of many monsters-of-the-week.
Humans are actually not unknown in Equestria and show up a few times a year, on average, sometimes intentionally, sometimes by magical or high-tech accident, even sent unwillingly by others. They are always magically banished back to whence they came as quickly as possible, because some of them have been very bad people. Some have even brought small armies with them and come to raid and conquer. Very ugly things have happened.
Not all humans who appear have villainous intent, nor even most of them, but the ones who have made very lasting impressions. Any human showing up will be regarded with fear, even panic, and immediately reported to the authorities. The Bearers will come calling, if not one of the Princesses personally, to truss the individual up magically and boot him back through the nearest convenient dimensional portal, not necessarily one that goes back to the universe or timeline he came from. Lyra wants to meet one, for some reason, but she’s a bit eccentric, even for Ponyville.
Also, the dimensional barriers are weakened by the presence of living things from other universes, so keeping any of these generally unwanted guests around is extremely dangerous… which did not keep Luna from becoming romantically attracted to one human a few years back, who returned her feelings. She’s been moodier than usual ever since she had to send him back where he came from.
