This story is a commissioned piece.

Celestia and Luna seem to have a normal sibling relationship in public. In private the two are lovers, and after centuries together they resort to any and every depraved kink to keep things interesting. One day Luna promises Celestia a daring, public escapade. What Celestia doesn't realize is that she won't be wearing her pony shape when Luna puts her on a leash and parades her through the streets of Canterlot.

Who knows what could happen to a female dog loose in the city?

This story is one of the weirder ones I've written, and it falls very much under the "No wrong way to fantasize" clause. I don't advocate this kind of thing (if it were even possible!) in real life, but taboo fantasies can be a lot of fun when they stay safely in fantasy land. So feel free to enjoy without guilt!