The reason the sun and moon in Equestria are always opposite, and the reason Equestrian magic can reach the sun in the first place (eight and a half light minutes distant for us) is that the world is actually in a twin-star system; the orb we perceive as their moon* is actually a blue-dwarf or pulsar or something. The seeming m-class star is incredibly close also, meaning only a minute's travel round trip to interact with it.
That the surface of their world seems "normal" is because we see it through ponies' eyes, who are well adapted to the constant bombardment of radiation. Even an alicorn would seemingly be de-energized, and probably begin suffocating, if transported to our cold, forgotten world.
This means also that us visiting the ponies would be ... inadvisable.
As a side note we shouldn't find it strange Spike can swim in lava. The stuff ponies call "water" can hardly be much oooler.
