Marvel Productions worked alongside Griffin-Bacal's Sunbow Productions to make Hasbro's cartoons in the 80's. Marvel Productions was a separate entity from Marvel Comics but owned by the same parent company, Cadence, which changed them name from DePatie-Ferleng Enterprises when they bought it out in 1981.
So, no, Marvel Comics had no hand in making the My Little Pony series like they did with G.I. Joe and the Transformers.