If I may Icecane. While it is true that the pony mane 6 never show interest in playing musical instruments, this are not the same mane 6. This mane 6 are human alternate dimension version of the characters we know, so there should be some differences here and there.

Well, seeing that Human!Fluttershy hasn't actually done anything to help with her shyness, it is still likely that she still has severe stage fright. As for Pinkie, I don't know. Someone has to man the drums. It is also probable that they explain the reason for starting a band in the actual movie.