“Here’s Princess Luna’s card. I know a lot of people are probably wondering why Cresselia isn’t with Luna instead of with Celestia. The reason why is when she became Nightmare moon, and was forced into exile, Princess Luna took Cresselia from her when she took on her responsibilities in raising the Sun and the Moon. In return, Nightmare Moon took in Darkrai as the replacement of her missing pokemon.  
Even after the mane six turned her back, she still kept Darkrai in her team, having grown a bond with him, same with Celestia with Cresselia.”-SeaAndSunshine