There’s only one jail and it is in Appleloosa. I bet ponies who get arrested must be transported in a wagon to Appleloosa. That takes time, so most ponies just forget it. Maybe there’s some sort of “house arrest” magic spell ponies must go under
also, I agree. Royal Guards are also police. using their magic makes it easier to cuff/restrain violent criminals. perhaps there’s an underground secret dungeon. we know dungeons exist