I noticed that the Royal Guard always gets destroyed when facing a villain or threat. Why do you think this is? Would you like an episode where the Royal Guard are able to solve a problem on their own?
But if the Royal Guard can solve the problem themselves, what's left for the main characters to do? Honestly though, I'm sure the guardsponies are a fairly capable bunch most of the time. We just don't get to see this because they are obviously not the focus of the series.
I see them as stormtroopers. They are top class fighters and guards, but cant get anything done because of plot armor.