What I really wonder about is AB’s bow. Is it nailed to her head?

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Or the bow is a seal on her powers, like that one girl from Touhou. She’s actually a draconequus, who Celestia sealed into pony form and gave to the Apple Family to raise in the hope that one day they could use her power for good. The reason she doesn’t have a CM is because she’s technically not a pony. Scoots and Sweetie Belle don’t have CMs because Apple Bloom’s dormant Reality Warper tendencies are preventing them; she doesn’t want them to get cutie marks before she does.