Just you wait. Sooner or later, we're going to get the episode that proves Cloudsdale is really a brutal dystopia where all fillies are taken from their parents at birth and raised in a communal creche because the powers that be consider love a disgusting weakness!
My headcanon for the Everfree: The region was originally home to the capital of Equestria. When Discord attacked, he used so much concentrated power over the capital that it left a permanent metaphysical scar over the land. The sisters reclaimed the land and kept the Elements of Harmony permanently in their original castle to stave off the chaos, but when Celestia banished Luna, she lost her power over the Elements, and the land became corrupted again.
And that's why the powerless manifestations of the Elements of Harmony are located in an abandoned castle in the middle of a monster-infested forest.