They opted not to tell anyone new about their firstborn daughter, even after having four more daughters. Pinkie eventually got her cutie mark and it caused the little family to lose their hoofing. It devolved into physical abuse, and so Pinkie left.
She got ill from the rain and lack of food, and began hallucinating from the fever and lack of food. She saw a floating, glowing blue balloon that beckoned her to follow it. It lead her to a place called Sugarcube Corner, where she passed out.
Eventually she was nursed back to health and adopted unofficially by the Cake family. She is now the one set to inherit the business, and to get custody of her twin siblings if they are not legal adults when the Cakes pass.