I doubt a whole lot of thought really went into the scene. It was just an effective and jarring way of signaling that all was not right with the world, you know? The show definitely has some distracting errors (a large number of which are concentrated in what is otherwise my favorite episode, The Best Night Ever), this just ain't one of em.
Guards? They are mercenaries, they raise their weapons against everypony. Except the person that pays them.
Remember, Cadence is Celestia's Niece. Celestia probably would not expect her own family to go around making threats against Equestria, nor would she feel much of a need to keep an eye on her when the CAPTAIN OF THE GUARD is her fiancee. Know what I mean? I thought of that too. True that.
I don't blame them. No one in the show ever seems to remember the Mane 6's heroic deeds. EDIT: Crap I forgot to check the last poster's post date. Sorry about that. ._.
yeah... its an old thread... and why do people still make the "story" of mlp look messed up and crappy like its under developed? its not meant to be a show with a leading story. it was meant as a childrens show in the first place.