Some ponies want fame. Some ponies want money. Some ponies want not to be alone. It is a primal urge allowing them to withstand the distant fear of death. Wanting to be remembered, to leave something behind cannot be held against anypony.
However, there are those who just want a piece of cardboard to lie on so that the ground isn't so cold, a place shielded from wind and rain, and some leftovers to munch on from time to time. They prefer to not think of themselves as ponies so that not having any of the normal things doesn't hurt so much.
They are happy. No, they look happy.