From the script:

INT. - CRYSTAL BRIGHTHOUSE - PONIES BEDROOM
CAM pans across all the ponies sleeping soundly in bed - but Sunny is tossing and turning. Everytime she closes her eyes she keeps seeing the image of the good/evil Alicorns from the tapestry in her mind,

SUNNY (whispery, to herself)
Ugh, one question about Alicorns and the magic room throws us out? But why? There has to be a reason...

Suddenly, the image of the evil Alicorn from the tapestry flashes in Sunny’s mind again,

SUNNY (CONT’D)
Who are those Alicorns? Why didn’t the room want me to know about them?
(and then)

SUNNY (CONT’D)
That’s it - I can’t take it anymore!

Sunny tip toes back to the where the magical door was earlier. But when she gets there the door is no longer there,

SUNNY (CONT’D)
It’s no use, the door is gone now...