For MLP333 I went into more detail than necessary 😊

Their sad cause:
Twilight: She outlived her friends by a...forever
Fluttershy: Angel died
Rainbow Dash: the wonderbolts rejected her, Spitfire herself did so. 
Applejack: Granny Smith died
Rarity: No one approved of her designs
Pinkie Pie: Everyone started hating her parties, they got old (not likely (in cannon))