I think that would be matter of adjusting to new body, posibilities and limitations. Also, eh, over the time it was depicted that ponies to same things human do, so
the difference got blurred a lot. Something that was more noticible in earlier seasons. Ah well.
As for that question, I admit I never gave it much of a thought but out of pratical use I would say being a unicorn would have lots of perks. Although I always liked how earth ponies were more "down to earth" in a way, so I dunno. But I do guess I would prefer having a horn since having magic at disposal would help a lot
Also hey, what's not to love about simple premise of having your talent being clear as day and simply doing what you know what you're good at. Some may call it limiting but personally to me that's pretty clear cut, not in a bad way.