If you're eager to make wild assumptions and jump to conclusions (we all are, right?) we could extrapolate that and say Luna still has a little Nightmare Moon in her, and is referencing her inner monster as well.
I seriously thought that's why she was saying 'we' instead of 'I'. I was like woah, that's pretty crazy! Then she told twilight that it was just traditional, and I was like "oh".
WE HAVE A SINNER *points fingers*
I admit, I have a folder with a few choice pieces of 'pony porm'(porm is such an ugly term, that doesn't accurately describe what I'm talking about, but whatever). One of the most prominent artists in the community, Johnjoseco, actually does quite a bit of humanized, nvde, versions of the ponies.
Like I said, to each their own. You can watch the show and not look at a single piece of fan art, and vice-versa. S'up to you.