(Princess Cadance hobbles her way down the street, hoof sprained from uneven cobblestone, the rain adding insult to injury. A stallion appears from one of the shops, producing magic to shield him from the rain.)

"Princess Cadance!"
"Shining Armor" says Cadance, as she looks up at the magic above. "Wow. thats a neat trick. I gotta learn that someday."
"Oh, well You looked like you could use some shelter May I walk you home?"
"My hoof hurts and my mane is a mess, but it beats getting soaked further. Cmon, I know the way."

Well, I did this for two reasons. For Cadance to get her mane unravelled and wet from the sudden storm, and for Shining Armor to come walk her home. I would say that not all unicorns (or alicorns) are well-versed in shield magic, and Shining Armors real good at that.