Here’s a theory:

After Twilight got regressed by Zecora’s cure at the end of Ail-icorn, Spike was left to take care of her but couldn’t handle it on his own, and so, he left with her to Canterlot where her parents took care of her. Now, perhaps Shining Armor and Cadence were visiting at some point later on, and during that time, the ladybug incident Twilight mentioned took place, which led to him telling her that tall tale, thus giving her a new fear upon her eventual return to adulthood.

Like I said, just a theory, but one that I feel gives a valid explanation.

This is actually Keira Alcove theory. But I thought the same thing.