Imagine if, at the beginning of Crystal Empire, Celestia would have said:

"Sombra was an alicorn, corrupted by his own greed…"

Remember that Sauron, whom Sombra was based on, was early on confirmed to be powerful; more powerful than the elves, Gandalf or Saruman. He was also directly said to be a Maia (also called Ainur), secondary only to the Valar.

We automatically associate the alicorns with something powerful. A corrupted unicorn? That's not interesting; there are hundreds of unicorns around. But a corrupted alicorn? One that Celestia and Luna couldn't properly defeat even with their magics combined? That is a reason for concern.

Add one or two lines of actual dialog, such as Sombra mocking Shining Armor when they face off (à la "You think you can stand against me? Pitiful."), and you have the concept of a terrible power.

I also have a head cannon about Sombra not speaking. So far every pony who speaks English have clearly English names (alicorns not included). Sombra is Spanish. What if he didn't speak because he doesn't know English well enough? What if what we assumed were him growling were actually muttered Spanish curses?

Edit: I actually found a video talking about the idea of Sombra as an alicorn over at ConspiraPon3's channel: https://www.deviantart.com/users/outgoing?https://www.youtube.com/watch?v=iaPFSsHcgqs&list=UUBn74HiMEjMb25G7L8Gs_gQ
Now everyone go take a look, and let's make it official: Sombra for Alicornhood!