Well, Celestia was certainly not here to say that what any human did was unusual, because they were a very strange race in many ways.

Celestia follows after him with graceful beats of her wings, not trying to keep pace. As to why, well, the wall of clouds that forms the outer boundary of the track curves gracefully enough that a racer could keep their speed if they wanted -- but it leads directly into a great grey cloudwall full of water. Easy to go over or under... if somepony has time to react!