Celestia: Twilight, theres a reason My sister and I kept them from public attention. Despite how they treat us, they are predatory by nature and letting them near our subjects is… dangerous. Please be mindful of that.
Twilight: Right, sorry. I just got excited. I heard they have three eyes.
Celestia: Oh, right. About that, don't show any fear. They can see it.
Twilight: [blinks] You mean smell it?
Celestia: No, they can see into your heart. They won't, out of respect but be mindful.
Sphinx: [Bows] Praise be onto you, Goddess of the Sun. Praise be onto you, Goddess of Friendship. We humble servants thank you for allow us the honor of being in your presence.
Celestia: Welcome to Equestria.
Twilight: [whispers] They're huge…
Twilight meeting Sphinx's for first time, she nerded out hard. Having only recently learned that Sphinx's were real creatures and alive today, she begged her wife to let her attend a meeting with them. Celestia allowed this, since Twilight was safe as an alicorn. While the Sphinx are docile, they are more predatory and dangerous than other races. The only reason they refrained from eating ponies was because Celestia had taken the smaller creatures as her wards and Sphinx revere her as a goddess.
To the Sphinx, all alicorns are goddesses and are treated as such. They are very devout in their faith and treat the small ponies with respect when looked upon by Celestia. Due to past incidents however, she has learned not to leave them alone with ponies since they sometimes go missing.
Note: - Sphinx are twice as big as ponies but only slightly taller than Celestia.