My guess is that as Fluttershy got bullied extensively as a kid (which we sorta know), she can only reach her full potential when (a) No ponies are watching and/or (b) She's mad and doesn't care about (a).
In fact, I'd even suggest that the bullying is indirectly responsible for her affinity with animals. She learned through bullying to avoid social contact with other ponies, and so channelled the natural human/pony urge for company into seeking friendship and love from animals instead. It's basically the MLP equivalent of an old and lonely cat lady.
Although having said that, Fluttershy's character has (arguably) developed the least throughout the entire series and she still has all of the problems she started out with. Although she improves within her own specific episodes, she'll revert to her previous state an episode or two later. So maybe PMJ is right and something more traumatic than bullying has yet to be uncovered. She has bipolar moments that rival Pinky, and her bursts of anger indicate that something big and menacing lies under the quiet and shy facade.
Scootaloo is also an orphan whose parents were killed in a tragic accident in Cloudsdale. This is why she reveres Rainbow Dash and wishes her to act as a mentor, why she is handicapped and can hardly fly (she was crippled in the accident), and why she does not live in Cloudsdale despite technically being able to live there (bad memories).
PMJ said:
Sapphire Shores has no cutie mark (screw you, blindbag toy get out of my theory); if you watch at 00:40 her entire flank is clearly visible and there is nothing there. You For comparison, Rarity's cutie mark is in the same location.
maybe like
*smokes joint*
maybe Sapphire Shores does have a cutie mark, but it really is just that: nothing
it embodies the true emptiness of celebrity fame, the relentless vacuum of stardom that sucks those without grounded spirits into its frozen and eternal domain
or maybe robot