It’s hard to imagine this being either Cadence’s, Shining’s or Flurry’s dream.  
Flurry doesn’t know about these things.  
Cadence and Shining don’t seem like the type and even if they were they don’t really associate their daughter with being a dj especially if they have the burden to babysit her the whole time the association would shift into something else.  
Honestly for all we know this could be Vinyl’s dream or any other pony that likes to party like that.

I’m p-sure the animators low-key shitposted during this part and yielded some amazing results like this <3!