"Well now, that's quite the door ya got there."
Applejack follows Zee over to the doorway, peering out as it changes sceneries.

Even waves a hoof through it to confirm they're different.
Which is silly, she knows, since this is a dream. Why would a dream have to follow silly doorway logic like at home?

"So if we open it a couple more times..."
Assuming the Farmaid doesn't decide to interrupt, the earth pony will give the door a swing for herself.

Pool...nah, cliff...not really, skyscraper? Ick.
Oh hey, a park. That seems nice enough.
"I'm gonna assume that nothin's gonna try to eat me in here."

She moves to leave!
"Oh! And thank ya Pinkie Pie. You've been mighty helpful."
Surprisingly.