@C Money
She actually didn’t. The niece thing comes from promotional materials for A Canterlot Wedding, which describes her as Celestia’s niece, and word of god, which says that Celestia adopted her.
@C Money
Pony Cadance is still adopted. Horseman Cadance may have had a past relationship with Celestia and Luna, but there’s nothing beyond what we see in the present day. :T