From TV Tropes:
"To get on the Brilliance we have to look at a bit of Horror, it was confirmed that the two shooting in the episode were a representation of AJ's deceased parents. But with this info past incidents make much more sense. In Cutie Mark Chronicles AJ left home (as well as her grandmother and older brother both very upset) she very well may have left in an attempt to escape the depression of her now gone parents. At the same time Big Mac was left physically upset during both this episode and during her disappearance in Last Round Up, so much so that fans tend to mock his overly emotional states. Being the age he was in Cutie Mark Chronicles he would have been the oldest and therefore most attached of the Apple children to their parents. The thought of loosing another member of his family could explain why he was so upset both times."
Oh, Big Mac, you big teddy bear you.