Dark Decade (born with large wings) had already been training in the Royal Guard, and was pretty surprised to see his cousin rise in the ranks so quickly. Twilight Century, on the other hoof, was always anxious and difficult to talk to, so she couldn't really get along with Sugar.
The truth behind these siblings is that they grew up pretty distant from their parents, for the Princess of Friendship and Captain of the Royal Guard were too busy with their duties to care for them. Despite hopping from caregiver to caregiver, Decade and Twilight usually cared for each other themselves. Decade eventually joined the Royal Guard to try and get closer to his father, while Twilight continued to lock herself in her room.