Equestria used to have modern military but Celestia disband them and brought back the Roman style army after something happened (NOT Luna's banishment as it was too long ago). Some aspect of the show suggest the existence of modern military at one point, the camouflage uniform the mane 4 used, "tank" being synonymous with the word strong, pinkie pie's night vision googles and pinkie pie's party cannon that implies actual cannon existed.