In my Ponyverse headcanon, preening is a very intimate act for winged creatures. It's akin to spooning, and is never done in public. I used to hate Twixie with a passion, but here. it's just adorable. Well done!
But considering how crippling preening mistakes or accidents could be and how sensitive wings probably are since flying creatures need to be aware of feathers that might be causing flight problems, it would be quite natural that they only allow others they trust to touch them and only in environments where they consider it generally safe.
This just happens to line up with a relaxing and somewhat private environment most of the time - pretty hard to feel safe about carrying out a relatively delicate operation in a bustling crowd.