Twilight comes from privilege in both dimensions.
Meanwhile Sunset is a refugee from the horse dimension whom may or may not have had high upbringings back there. Considering that she was Celestia's original apprentice.
It's really disappointing we never got to see Sunset's familial background.
Heck, we actually have more details on Trixie's supposed family in the background than we did for Sunset. All the other Mane casts have had their families visited at least once in the series. Including Starlight.