Not really a story or world building. Just some character design.
Cadance likes to hide her wings with both a spell and a poncho. It lets her go unnoticed into towns and meet people.
Blue is a rare color for fabrics but’s just a small amount for her ribbons so few notice. As for how she got those rare fabric, Cadance has some connections to some very old ponies with a trove of treasures amassed over a very long time.
Thats true yeah, but thats their legends and cadence wasnt even mentioned yet exists and walks among them.
So it can easily be the case for Luna and Celestia as well.
I think Celestia and Luna are supposed to live deep in a forest away from most of ponykind. That said, I think that the description of the picture with Shining and Twilight is the only place were they’ve been mentioned, so far.
ding
No wings…
You’re still a beautiful mare. ^^