For a thousand years, Luna and Nightmare Moon had no other company but one another. In her rage at being denied the opportunity to torment all of Equestria, the Nightmare opted instead to try to make its one prisoner suffer enough to compensate. Luna, however, was fairly resilient in spite of her defeat and imprisonment with her immortal enemy, and could not easily be broken. On the other hoof, she could hardly escape, either.
Both the Night Mare and the Nightmare knew exactly when they would be free again. What remained in doubt was which of them would be in charge by that time, and whether or not Luna's sanity would hold out.