As we all know, Fluttershy is not the strongest pony. That ponies treat her badly, and take advantage of her kindness. There are times when it's just too much for her to bear that she needs some sort of reminder that everything will be okay. So she'll ask for some nuzzles, too bad for her though that it only makes it worse.
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This was vent writing. I just needed to get this off my chest, hoping it would make me feel better. It didn't.