Cadance has never really talked with Shining about her love life before they started dating. She didn't see the point; they love each other as much as two ponies ever could, after all, and she never even thinks about her earliest fling.

Mostly never.

Until Shining asks her about it, and Cadance remembers why she didn't want to tell him in the first place. Even as the Princess of Love, how is she supposed to explain to her husband that she slept with his father?