I am not sure if this has been said already, but did anyone notice that the three babies are each a color of Princess Cadence's hair? How fitting! (But I can't find any pictures that show they are winged unicorn babies?)
Look very closely at photo 05766 at the back of the little pink baby on the top left step, it looks like you can see what looks like a little wing joint poking out from her dress. There's a better/closer shot of those three but I'm on my phone and can't find it, I must have seen it linked in another post. I suppose it could be part of the costume or accessory but it really looked like a wing to me.