Happy Nightmare Night. I'll... direct Luna to Ponyville this year and you can discuss it with her. In regards to the ethical conundrum, if it is capable of asking for its life, it is best to consider it as deserving of said life. If a being is capable of feeling emotion, it should be treated as such. And if a being is being kept locked away 'for its own good' I would hope that an appropriate level of care is given to ensure that its existence is a pleasant one.