They are appropriate because they are so often chosen by men, are they not, sir? I meant more than Their Royal Highnesses, though. Ms. Pie is a baker by trade. Ms. Rarity, another pony here, is a fashion designer. There are several instances of surprisingly appropriate appellations within their history books, as well. A clever secretary who helped bring about peace among the pony tribes was called- [He has to say it now. It's a ridiculous name, but he has to say it.] -Smart Cookie. One can only presume Ms. Cookie's parents had high hopes for their daughter's future.

The ponies here do not shape-shift from what I have seen. They remain ponies in both their native Ponyville and in worlds apart from that. It may simply be a magical artifact of their own native magics being at work. However, you will most likely experience a transformation yourself if you do go to Ponyville. You may take on an equine or possibly draconic form there.