Cozy Glow was getting confused. Why do you keep trying to escape her. She used Discord's Magic that was stolen by the Bewitching Bell to make herself into a Alicorn while Chrysalis and Tirek got their power from it too. So she easily outmatches you. So why try to escape? She did capture you but she doesn't want to hurt but if force is needed then she has no issue doing so.

Cozy Glow: "Come on. This is getting boring. You continue to escape each and every single time it results in failure. Can you just accept it and listen to me. I'm starting to consider using force."

She's a yandere for you.