The newly-returned Princess Luna can't quite understand why her sister allows her ponies to burn giant wicker and straw images of her royal self. Why would she tolerate this sort of blatant lese majeste?

Maybe it's about reminding the world that the princesses are ponies, too. Or maybe it's just a bit of seasonal silliness. Or maybe it's Celestia's way of reminding herself who they really are, under everything else.