Most likely because Cadence and Twilight were made alicorns, and not naturally born alicorns like Luna and Celestia. Cadence was originally a Pegasus before she was an alicorn. there's a book or something about Cadence's back-story.
Why on earth would you think I'd be angry at you XD. In all honestly i think they changed Luna's design because of the fans being like "Why is Luna's hair not wavy aksfmpaisjf" *shrugs* But Cadence was originally a Pegasus. there's a child's book in which she explains what happened.
Imagine how much rage Hasbro would get from fans if they established that Twilight would become immortal. They'd be forced to make the rest of the mane 6 alicorns, which the fans would rage about even more considering how there would be 9 alicorns. Hasbro just can't win.