Luna/Nightmare Moon (unbeknownst to Celestia) was with foal when she was banished, and she is forced to give birth in her lunar exile. She attempted to save her last breath of air from Equestria for her foal, but it failed to sustain the infant… and so she died after the air left her—leaving behind her anguished, exiled, mother.
Note to self next time I see the (Why must you hurt me this way) image or gif save it. Cause this needs that.