The game doesn't build up to Maretime Bay Day. It literally starts during Maretime Bay Day and when you play as Sunny walking around the town, you see the ponies celebrating the holiday. The whole game only takes place in one day and its story ends in the evening of that same day.
Its the MyM special that mostly builds up to Maretime Bay Day. They never even got the chance to celebrate it. Or the celebration was skipped from being seen because it was supposed to start with Pipp's song but we never get to hear Pipp's song.