In order to get to the batpony rookery inside Canterlot Mountain, Artemis Sparkshower and the rest of the quaternion had to exit the main palace building and walk through not just Princess Celestia's Rose Garden, but the Jubilee hedge maze and the Royal Canterlot Apple Conservatory, too. Of course, there was an actual road they could have taken around the parks, but according to Sergeant Ebonshield, this was the shortest route over ground.