#1, #2, and #3 have realized what is going on and what will to happen to them if they stick around in ponyville. As they see all the other Pinkie Pies get shot by a blast of magic each time they try and do something "fun" the thought finally hits them, they can't stay here.....not anymore.

As they look at ponyville one last time from a long distance, #2 decides that they can't stick together because that will cause suspicion. So in the end, they part ways, even if #1 and #3 didn't very much like the idea and wanted to stick together, they knew that #2 was right about this.... After all, she was the one who got them out of this before it was too late.