Sometimes, when she can't seem to make anypony smile, a pony can get discouraged. And sometimes, when she's discouraged enough for long enough, she can decide to just give up. If she can't make others happy, maybe she can at least go back to where she was happy, once upon a time.

Or that's what Fluttershy feels like, anyway. She tried to cheer up Ponyville, really she did, but nothing's worked. So she makes her way to the balloonist's stand with a few things packed, ready to head back to Cloudsdale.