When Cadance send her husband to buy a new jacket she couldn't know she is sending him for an adventure. What adventure can you have in Canterlot? That’s the problem with stallions like Shining Armor you send them shopping they end up: chasing a changeling through a city, leading a theoretical theological dispute with fanatical organization, destabilize international trade market or brawl in the open public place. Yes, Shining Armor has his days especially if he have friends like famous DJ Pon-3 and Filthy Rich from Ponyville to accompany him.