Because we know that ponies age (granny smith) and thus presumably die, and that there are no other ponies aside Luna as old as Celestia is (character video speaks of "thousand years old" as something special). High probability is that great age is something only pegacorns have, since Celestia and Luna are the only ones (character video says Celestia is the only one, but would of course not want to give spoilers for the first episodes). From these facts we can deduce that Celestia/Luna's parents died centuries ago, along with any possibility of further siblings, and any existing siblings would also have died.
This is on the outside chance that Celestia and Luna had parents at all, and are not simply eternal, divine beings; gods, in which case they may have sprung fully-formed from the forehead of some sort of pony Titan.
In that case they might have other siblings, but they would be unlikely to produce anything like mr. Prince there.