Is it me or I should really start to get here sooner, because whenever I go check what I've missed, I start seeing some great discussions that went on (about 2/4 hours from the moment I start posting), but when I finally get the chance to reply (when I have something to reply), they seem to have already died out, and all I can do is just throw my two cents over the issue instead of properly talk about it at the moment, like I really like to.
< / rant >
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But anyways, about AJ's parents, just because we've never seen them, it doesn't mean they are dead. Being abscent is not the same as being six feet under. As some have said, they might only be away and unable to raise their children for some reason yet to be revealed (or not). But if they are really dead and the show comes to talk about it, even in the slightest way possible, I believe it would be a great improvement. It's true that the new season has made the show more "mature", but canonically showing something like death in a cartoon stared by cheerful pastel coloured ponies would be just epic. Yes, it would cause a huge shit storm over about the content, but nonethless, it would prove once and for all that this cartoon has come to totally split from it's previous generations, and it will a great response for anyone who still believes that we watch just a kids show.
TL;DR: Death is serious bussiness, and if the show comes to deal with it, even in the lightest way, it would improve it a lot.