Not canon, just a theory of what happened and why there are no other creatures in Equestria, they didn't die off, they left, the same way many tribes in Asia left and set up kingdoms in Europe or the fact that many native Americans came from Asia. The creatures left Equestria and their homelands for a better future and fore more fertile lands. Some event happened that caused the ponies to abandon their kingdom and segregated into three nations (Maretime Bay, Bridlewood and Zephyr Heights) in the past the Unicorns were the most advanced, but now they are the least advanced. So much can happen in thousands of years, culture changes, lands change, architecture changes. The ponies of the past didn't have phones let alone iPhone and did not have movies which they do now. Since this is a kids show, I doubt there was a genocide of creatures (the ponies are pretty weak creatures they could never accomplish that, well aside from Unicorns and Alicorns) the realistic idea is that the creatures just left. With no creatures in the lands of Equestria or even the abandoned lands, the ponies had nothing to fear, aside from themselves.

And since the recent comic pretty much proves that Zephyr Heights is not Cantelot, we can sort of break down where it might be, based on Sunny's map.