It’s heavily implied the millennium of Celestia’s solo rule had didn’t exactly have new villains popping out of the woodwork every few months like the last few years have been for Equestria.
Not denying that it wasn’t as frequently eventful, but I can tell you’re kinda biased towards “Celestia didn’t really have to deal with villains,” which is 100% headcanon, based on nothing but the line “…and harmony has been maintained in Equestria for generations since,” in the series premiere, when the word “maintained” can imply that there’s effort involved in doing so, including fighting.
On top of that, she might just generally be tired of being utterly useless whenever disasters occur, and she wants to relinquish her responsibility over Equestria before she makes another Twilight’s Kingdom-level blunder.
You know, people keep saying Celestia feels useless, but if you pay attention, you’ll notice that a good percentage of the time she loses (S2, S4 [premiere], S6, the Movie, S9), it’s often due to cheap shots and/or bad luck, not actual
incompetence or impotence (which if anything, on the latter, you could make
a strong case she actually fears the opposite), not to mention the heavy implication some of the hands-off approach those two had was by design, in the premiere.
Maybe you can make a good case that they’re somewhat out of practice in some areas (regarding fighting skills, but that is rather correctable), but Celestia and Luna would’ve
pulverized Cozy Glow, if it weren’t for that bell being pulled out of nowhere, because they went for
the Sombra-stomping combo move.